V-Lab
iShares MSCI Switzerland Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:15.77% (-0.20%)
Analysis last updated: Thursday, January 30, 2025 at 10:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5802 | 11.86 | |
| 0.0911 | 9.10 | |
| 0.8857 | 78.09 | |
| 0.0015 | 7.05 |
Estimation Period:
Apr 2, 1996 to Jan 24, 2025
Apr 2, 1996 to Jan 24, 2025
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