iShares MSCI Italy Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:24.52% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1745 | 8.36 | |
| 0.0910 | 45.88 | |
| 0.9917 | 1,077.94 | |
| 7.8139 | 8.63 |
Estimation Period:
Apr 3, 1996 to Mar 6, 2026
Apr 3, 1996 to Mar 6, 2026
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