iShares MSCI Italy Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.34%
decreased by 1.02%
1 Week
22.51%
decreased by 0.85%
1 Month
23.10%
decreased by 0.26%
Analysis last updated: Friday, June 12, 2026 at 11:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0438 | 19.43 | |
| 0.0444 | 10.12 | |
| 0.8933 | 353.77 | |
| 0.0956 | 12.91 |
Estimation Period:
Apr 3, 1996 to Jun 12, 2026
Apr 3, 1996 to Jun 12, 2026
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