iShares MSCI Italy Capped ETF MEM Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
21.74%
decreased by 1.35%
1 Week
22.01%
decreased by 1.08%
1 Month
22.97%
decreased by 0.12%
Analysis last updated: Friday, May 8, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0399 | 4.99 | |
| 0.1538 | 34.28 | |
| 0.8372 | 295.32 |
Estimation Period:
Apr 3, 1996 to May 8, 2026
Apr 3, 1996 to May 8, 2026
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