V-Lab
iShares MSCI Switzerland Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:14.39% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3163 | 6.80 | |
| 0.0920 | 8.17 | |
| 0.8738 | 67.45 | |
| -0.0291 | -1.86 | |
| 0.0610 | 2.63 | |
| -0.0677 | -4.07 | |
| 0.0723 | 4.42 | |
| -0.0503 | -3.92 |
Estimation Period:
Apr 2, 1996 to May 30, 2025
Apr 2, 1996 to May 30, 2025
News Impact Curve
Volatility Forecasts
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