iShares MSCI Italy Capped ETF GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:16.52% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 21.54 | |
| 0.1038 | 35.11 | |
| 0.8836 | 322.12 |
Estimation Period:
Apr 3, 1996 to Nov 7, 2025
Apr 3, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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