V-Lab
iShares MSCI Italy Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:15.75% (-0.58%)
Analysis last updated: Friday, April 26, 2024 at 10:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0349 | 5.55 | |
| 0.8139 | 133.30 | |
| 0.1275 | 13.91 | |
| 0.0243 | 5.11 | |
| 0.0604 | 5.02 | |
| 0.9308 | 71.70 |
Estimation Period:
Apr 3, 1996 to Apr 26, 2024
Apr 3, 1996 to Apr 26, 2024
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