iShares MSCI Italy Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.87% (+1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1537 | 8.37 | |
| 0.0909 | 45.89 | |
| 0.9917 | 1,079.11 | |
| 7.8150 | 8.62 |
Estimation Period:
Apr 3, 1996 to Feb 13, 2026
Apr 3, 1996 to Feb 13, 2026
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