V-Lab
V-Lab
iShares MSCI Switzerland Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:14.26% (-0.34%)
Analysis last updated: Saturday, May 31, 2025 at 03:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Switzerland Capped ETF MF2-GARCH
paramt-stat
m51
α0.02667.05
β0.8759247.58
γ0.114722.50
λ10.00217.54
λ20.01367.21
λ30.9849475.80
Estimation Period:
Apr 2, 1996 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts