V-Lab
V-Lab
iShares MSCI Italy Capped ETF MEM Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:16.69% (+0.01%)
Analysis last updated: Wednesday, June 18, 2025 at 10:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Italy Capped ETF MEM
paramt-stat
ω0.04064.92
α0.153933.70
β0.8372290.17
Estimation Period:
Apr 3, 1996 to Jun 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts