iShares MSCI Switzerland Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:13.33% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3318 | 6.90 | |
| 0.0919 | 8.24 | |
| 0.8736 | 67.58 | |
| -0.0263 | -1.74 | |
| 0.0555 | 2.47 | |
| -0.0623 | -3.90 | |
| 0.0678 | 4.32 | |
| -0.0483 | -3.94 |
Estimation Period:
Apr 2, 1996 to Oct 10, 2025
Apr 2, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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