V-Lab
iShares MSCI Italy Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:16.75% (-0.51%)
Analysis last updated: Friday, April 26, 2024 at 10:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 18.47 | |
| 0.0463 | 10.08 | |
| 0.8955 | 340.87 | |
| 0.0904 | 12.08 |
Estimation Period:
Apr 3, 1996 to Apr 26, 2024
Apr 3, 1996 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other iShares MSCI Italy Capped ETF Analyses