iShares MSCI Switzerland Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:13.54% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3387 | 6.93 | |
| 0.0915 | 8.25 | |
| 0.8741 | 67.79 | |
| -0.0251 | -1.68 | |
| 0.0531 | 2.39 | |
| -0.0595 | -3.79 | |
| 0.0653 | 4.23 | |
| -0.0468 | -3.90 |
Estimation Period:
Apr 2, 1996 to Dec 12, 2025
Apr 2, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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