V-Lab
iShares MSCI Switzerland Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:13.40% (-0.61%)
Analysis last updated: Monday, November 4, 2024 at 10:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5940 | 11.82 | |
| 0.0923 | 9.12 | |
| 0.8845 | 77.34 | |
| 0.0016 | 7.16 |
Estimation Period:
Apr 2, 1996 to Nov 1, 2024
Apr 2, 1996 to Nov 1, 2024
News Impact Curve
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