iShares MSCI Italy Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.41% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2290 | 8.16 | |
| 0.0908 | 46.23 | |
| 0.9919 | 1,078.16 | |
| 7.7302 | 8.77 |
Estimation Period:
Apr 3, 1996 to Oct 31, 2025
Apr 3, 1996 to Oct 31, 2025
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