iShares MSCI Switzerland Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:15.65% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0269 | 7.20 | |
| 0.8758 | 248.89 | |
| 0.1135 | 22.63 | |
| 0.0021 | 7.71 | |
| 0.0134 | 7.47 | |
| 0.9850 | 497.74 |
Estimation Period:
Apr 2, 1996 to Nov 21, 2025
Apr 2, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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