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	param	t-stat
$m$	21
$α$	0.0308	4.74
$β$	0.8075	126.11
$γ$	0.1347	14.09
$λ_{1}$	0.0255	4.87
$λ_{2}$	0.0624	4.82
$λ_{3}$	0.9280	66.08

V-Lab

iShares MSCI Italy Capped ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:18.80% (-0.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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