V-Lab
V-Lab
iShares MSCI Italy Capped ETF GARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:16.65% (+2.05%)
Analysis last updated: Friday, June 13, 2025 at 10:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Italy Capped ETF GARCH
paramt-stat
ω0.045921.66
α0.104835.19
β0.8823319.66
Estimation Period:
Apr 3, 1996 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts