iShares MSCI Italy Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:14.74% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2062 | 8.23 | |
| 0.0909 | 46.21 | |
| 0.9919 | 1,090.03 | |
| 7.7935 | 8.70 |
Estimation Period:
Apr 3, 1996 to Jan 9, 2026
Apr 3, 1996 to Jan 9, 2026
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