iShares MSCI Switzerland Capped ETF Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
15.96%
increased by 0.76%
1 Week
16.12%
increased by 0.92%
1 Month
16.63%
increased by 1.43%
Analysis last updated: Monday, July 20, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 2, 1996 to Jul 17, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 27 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.6980 | 11.49*** |
α ARCH Response to squared shocks | 0.0896 | 8.84*** |
β GARCH Volatility persistence | 0.8852 | 76.88*** |
Spline Coefficients
K=1
| γ1 | 0.0029 | 3.13*** |
Persistence:
0.975
Half-life:
27 days
Other iShares MSCI Switzerland Capped ETF Analyses
Other Spline-GARCH Analyses on ETFs