iShares MSCI Italy Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
22.58%
increased by 0.66%
1 Week
22.78%
increased by 0.86%
1 Month
23.50%
increased by 1.58%
Analysis last updated: Tuesday, June 9, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1003 | 8.50 | |
| 0.0907 | 45.62 | |
| 0.9915 | 1,073.08 | |
| 7.8517 | 8.54 |
Estimation Period:
Apr 3, 1996 to Jun 5, 2026
Apr 3, 1996 to Jun 5, 2026
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