V-Lab
iShares MSCI Switzerland Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:13.06% (-0.42%)
Analysis last updated: Friday, April 26, 2024 at 10:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7502 | 8.06 | |
| 0.0885 | 9.00 | |
| 0.8895 | 81.39 | |
| 0.0025 | 2.23 |
Estimation Period:
Apr 2, 1996 to Apr 26, 2024
Apr 2, 1996 to Apr 26, 2024
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