V-Lab
iShares MSCI Italy Capped ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:18.59% (-0.54%)
Analysis last updated: Wednesday, April 24, 2024 at 10:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0424 | 20.13 | |
| 0.1029 | 33.57 | |
| 0.8858 | 311.34 |
Estimation Period:
Apr 3, 1996 to Apr 19, 2024
Apr 3, 1996 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
Other iShares MSCI Italy Capped ETF Analyses