V-Lab: iShares MSCI Switzerland Capped ETF Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

iShares MSCI Switzerland Capped ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 22nd, 2024:12.69% (-0.58%)

Analysis last updated: Thursday, November 21, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5930	11.82
$α$	0.0923	9.14
$β$	0.8846	77.48
$γ_{1}$	0.0016	7.15

Estimation Period:
Apr 2, 1996 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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