iShares MSCI Switzerland Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:21.33% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0274 | 7.28 | |
| 0.8739 | 245.74 | |
| 0.1143 | 22.65 | |
| 0.0022 | 7.73 | |
| 0.0138 | 7.48 | |
| 0.9846 | 485.27 |
Estimation Period:
Apr 2, 1996 to Mar 6, 2026
Apr 2, 1996 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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