iShares MSCI Switzerland Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.18% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0268 | 7.17 | |
| 0.8762 | 249.42 | |
| 0.1135 | 22.59 | |
| 0.0020 | 7.71 | |
| 0.0133 | 7.49 | |
| 0.9852 | 504.45 |
Estimation Period:
Apr 2, 1996 to Oct 31, 2025
Apr 2, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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