V-Lab
iShares MSCI Switzerland Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:18.50% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3210 | 6.84 | |
| 0.0923 | 8.22 | |
| 0.8732 | 67.36 | |
| -0.0284 | -1.83 | |
| 0.0599 | 2.60 | |
| -0.0669 | -4.06 | |
| 0.0721 | 4.47 | |
| -0.0507 | -4.01 |
Estimation Period:
Apr 2, 1996 to Jun 27, 2025
Apr 2, 1996 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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