iShares MSCI Switzerland Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:18.72% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0261 | 7.12 | |
| 0.8774 | 254.10 | |
| 0.1141 | 22.92 | |
| 0.0019 | 7.69 | |
| 0.0128 | 7.60 | |
| 0.9858 | 531.69 |
Estimation Period:
Apr 2, 1996 to Jan 23, 2026
Apr 2, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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