iShares MSCI Italy Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.45%
decreased by 1.65%
1 Week
25.58%
decreased by 1.52%
1 Month
26.06%
decreased by 1.04%
Analysis last updated: Friday, June 12, 2026 at 11:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1305 | 8.46 | |
| 0.0907 | 45.70 | |
| 0.9916 | 1,079.01 | |
| 7.8530 | 8.56 |
Estimation Period:
Apr 3, 1996 to Jun 12, 2026
Apr 3, 1996 to Jun 12, 2026
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