V-Lab: iShares MSCI Switzerland Capped ETF Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

iShares MSCI Switzerland Capped ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 6th, 2024:12.98% (-0.58%)

Analysis last updated: Tuesday, November 5, 2024 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6344	10.75
$α$	0.0924	9.03
$β$	0.8841	77.13
$γ_{1}$	0.0020	2.13

Estimation Period:
Apr 2, 1996 to Nov 1, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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GAS-GARCH Student T
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