iShares MSCI Switzerland Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:13.42% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3343 | 6.91 | |
| 0.0916 | 8.24 | |
| 0.8741 | 67.78 | |
| -0.0259 | -1.71 | |
| 0.0547 | 2.44 | |
| -0.0612 | -3.85 | |
| 0.0667 | 4.27 | |
| -0.0475 | -3.90 |
Estimation Period:
Apr 2, 1996 to Oct 31, 2025
Apr 2, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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