iShares MSCI Italy Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.24% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1494 | 8.38 | |
| 0.0908 | 45.89 | |
| 0.9917 | 1,081.48 | |
| 7.8205 | 8.62 |
Estimation Period:
Apr 3, 1996 to Feb 20, 2026
Apr 3, 1996 to Feb 20, 2026
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