V-Lab: iShares MSCI Switzerland Capped ETF MF2-GARCH Volatility Analysis

V-Lab

iShares MSCI Switzerland Capped ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:18.58% (-0.80%)

Analysis last updated: Friday, June 27, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0269	7.06
$β$	0.8744	245.13
$γ$	0.1151	22.52
$λ_{1}$	0.0024	7.64
$λ_{2}$	0.0146	7.24
$λ_{3}$	0.9837	443.52

Estimation Period:
Apr 2, 1996 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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