iShares MSCI Switzerland Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:17.47% (+1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3358 | 6.91 | |
| 0.0918 | 8.25 | |
| 0.8738 | 67.70 | |
| -0.0256 | -1.70 | |
| 0.0541 | 2.43 | |
| -0.0606 | -3.84 | |
| 0.0665 | 4.30 | |
| -0.0478 | -3.98 |
Estimation Period:
Apr 2, 1996 to Nov 21, 2025
Apr 2, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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