iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:9.70% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 18.70 | |
| 0.0318 | 12.29 | |
| 0.9099 | 454.51 | |
| 0.0978 | 18.63 |
Estimation Period:
Apr 2, 1996 to Jan 9, 2026
Apr 2, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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