iShares MSCI Italy Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
23.27%
increased by 0.49%
1 Week
23.44%
increased by 0.66%
1 Month
24.11%
increased by 1.33%
Analysis last updated: Friday, April 17, 2026 at 10:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1353 | 8.40 | |
| 0.0908 | 45.76 | |
| 0.9916 | 1,073.18 | |
| 7.8048 | 8.63 |
Estimation Period:
Apr 3, 1996 to Apr 17, 2026
Apr 3, 1996 to Apr 17, 2026
Other iShares MSCI Italy Capped ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs