V-Lab
iShares MSCI Switzerland Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:15.44% (-0.23%)
Analysis last updated: Monday, December 23, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5830 | 11.86 | |
| 0.0916 | 9.10 | |
| 0.8851 | 77.68 | |
| 0.0015 | 7.07 |
Estimation Period:
Apr 2, 1996 to Dec 20, 2024
Apr 2, 1996 to Dec 20, 2024
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