V-Lab
iShares MSCI Italy Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:18.25% (-0.71%)
Analysis last updated: Friday, April 26, 2024 at 10:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8837 | 7.68 | |
| 0.0935 | 46.05 | |
| 0.9930 | 1155.96 | |
| 8 | 8.41 |
Estimation Period:
Apr 3, 1996 to Apr 26, 2024
Apr 3, 1996 to Apr 26, 2024
Other iShares MSCI Italy Capped ETF Analyses