V-Lab
iShares MSCI Italy Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:16.17% (-0.33%)
Analysis last updated: Thursday, November 21, 2024 at 10:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5359 | 7.98 | |
| 0.0912 | 45.85 | |
| 0.9925 | 1133.02 | |
| 8 | 8.48 |
Estimation Period:
Apr 3, 1996 to Nov 15, 2024
Apr 3, 1996 to Nov 15, 2024
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