iShares MSCI Italy Capped ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.07% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0204 | 9.73 | |
| 0.1737 | 31.23 | |
| 0.9826 | 934.01 | |
| -0.0796 | -16.15 |
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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