iShares MSCI Italy Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
30.91%
decreased by 2.04%
1 Week
30.94%
decreased by 2.01%
1 Month
31.05%
decreased by 1.90%
Analysis last updated: Thursday, April 2, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2356 | 8.28 | |
| 0.0909 | 46.02 | |
| 0.9919 | 1,092.39 | |
| 7.8238 | 8.64 |
Estimation Period:
Apr 3, 1996 to Apr 2, 2026
Apr 3, 1996 to Apr 2, 2026
Other iShares MSCI Italy Capped ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs