iShares MSCI Italy Capped ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.52% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 6.95 | |
| 0.1094 | 43.86 | |
| 0.8688 | 423.59 | |
| 0.6856 | 26.44 |
Estimation Period:
Apr 3, 1996 to Feb 20, 2026
Apr 3, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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