iShares MSCI Switzerland Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:0.76% (-6.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.9298 | 9,298,310.00 | |
| 0.0033 | 33,330.00 | |
| 0.1337 | 1,336,720.00 | |
| 1.3676 | 13,675,760.00 | |
| 0.0687 | 687,180.00 | |
| 0.0033 | 32,680.00 |
Estimation Period:
Apr 2, 1996 to Oct 10, 2025
Apr 2, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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