iShares MSCI Italy Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:18.32% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1746 | 8.30 | |
| 0.0912 | 45.74 | |
| 0.9916 | 1,051.51 | |
| 7.7312 | 8.72 |
Estimation Period:
Apr 3, 1996 to Oct 10, 2025
Apr 3, 1996 to Oct 10, 2025
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