V-Lab
iShares MSCI Italy Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:13.71% (-0.62%)
Analysis last updated: Tuesday, November 5, 2024 at 11:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6358 | 7.91 | |
| 0.0918 | 46.08 | |
| 0.9928 | 1158.42 | |
| 8 | 8.42 |
Estimation Period:
Apr 3, 1996 to Nov 1, 2024
Apr 3, 1996 to Nov 1, 2024
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