iShares MSCI Switzerland Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:10.73% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0262 | 7.12 | |
| 0.8770 | 252.81 | |
| 0.1142 | 22.89 | |
| 0.0019 | 7.69 | |
| 0.0130 | 7.57 | |
| 0.9856 | 523.98 |
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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