iShares MSCI Italy Capped ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.72% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 6.97 | |
| 0.1095 | 43.84 | |
| 0.8687 | 423.16 | |
| 0.6849 | 26.42 |
Estimation Period:
Apr 3, 1996 to Feb 6, 2026
Apr 3, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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