iShares MSCI Italy Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:13.57% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2493 | 8.15 | |
| 0.0909 | 46.46 | |
| 0.9921 | 1,103.56 | |
| 7.7954 | 8.73 |
Estimation Period:
Apr 3, 1996 to Jan 16, 2026
Apr 3, 1996 to Jan 16, 2026
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