iShares MSCI Italy Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
25.40%
decreased by 1.26%
1 Week
25.53%
decreased by 1.13%
1 Month
26.02%
decreased by 0.64%
Analysis last updated: Friday, May 22, 2026 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1520 | 8.42 | |
| 0.0907 | 45.75 | |
| 0.9917 | 1,082.62 | |
| 7.8441 | 8.57 |
Estimation Period:
Apr 3, 1996 to May 22, 2026
Apr 3, 1996 to May 22, 2026
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