iShares MSCI Switzerland Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:12.11% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0265 | 7.12 | |
| 0.8761 | 249.61 | |
| 0.1139 | 22.72 | |
| 0.0021 | 7.68 | |
| 0.0134 | 7.48 | |
| 0.9851 | 501.85 |
Estimation Period:
Apr 2, 1996 to Dec 12, 2025
Apr 2, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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