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	param	t-stat
$ω$	1.3115	4.19
$α$	0.1103	8.46
$β$	0.8554	66.09
$γ_{1}$	-0.0171	-0.83
$γ_{2}$	0.0633	2.25
$γ_{3}$	-0.0921	-5.50
$γ_{4}$	0.0664	4.14
$γ_{5}$	-0.0218	-1.90

V-Lab

iShares MSCI Italy Capped ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 27th, 2026:17.45% (-0.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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