V-Lab
iShares MSCI Italy Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:17.61% (-0.74%)
Analysis last updated: Monday, December 23, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5074 | 7.90 | |
| 0.0905 | 46.13 | |
| 0.9925 | 1124.06 | |
| 8 | 8.68 |
Estimation Period:
Apr 3, 1996 to Dec 20, 2024
Apr 3, 1996 to Dec 20, 2024
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