iShares MSCI Italy Capped ETF MEM Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:25.65% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0392 | 4.93 | |
| 0.1529 | 34.14 | |
| 0.8382 | 296.27 |
Estimation Period:
Apr 3, 1996 to Feb 27, 2026
Apr 3, 1996 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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