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	param	t-stat
$ω$	0.0435	19.38
$α$	0.0451	10.15
$β$	0.8933	351.95
$γ$	0.0943	12.62

V-Lab

iShares MSCI Italy Capped ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 26th, 2026:17.82% (-0.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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