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	param	t-stat
$ω$	1.2891	4.20
$α$	0.1107	8.39
$β$	0.8538	65.40
$γ_{1}$	-0.0193	-0.94
$γ_{2}$	0.0674	2.42
$γ_{3}$	-0.0975	-5.69
$γ_{4}$	0.0770	4.13
$γ_{5}$	-0.0478	-1.84

V-Lab

iShares MSCI Italy Capped ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:18.97% (+1.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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