iShares MSCI Italy Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:15.10% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1808 | 8.28 | |
| 0.0910 | 45.99 | |
| 0.9918 | 1,075.67 | |
| 7.7756 | 8.71 |
Estimation Period:
Apr 3, 1996 to Dec 12, 2025
Apr 3, 1996 to Dec 12, 2025
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