V-Lab
iShares MSCI Italy Capped ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:17.29% (+0.75%)
Analysis last updated: Tuesday, April 23, 2024 at 10:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0204 | 9.95 | |
| 0.1747 | 29.90 | |
| 0.9830 | 948.85 | |
| -0.0775 | -15.45 |
Estimation Period:
Apr 3, 1996 to Apr 19, 2024
Apr 3, 1996 to Apr 19, 2024
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