V-Lab
iShares MSCI Switzerland Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 22nd, 2025:12.70% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3296 | 6.89 | |
| 0.0921 | 8.23 | |
| 0.8733 | 67.47 | |
| -0.0267 | -1.76 | |
| 0.0564 | 2.50 | |
| -0.0631 | -3.93 | |
| 0.0686 | 4.34 | |
| -0.0487 | -3.93 |
Estimation Period:
Apr 2, 1996 to Sep 19, 2025
Apr 2, 1996 to Sep 19, 2025
News Impact Curve
Volatility Forecasts
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