iShares MSCI Italy Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:20.36% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1873 | 8.30 | |
| 0.0910 | 45.87 | |
| 0.9917 | 1,069.81 | |
| 7.7715 | 8.68 |
Estimation Period:
Apr 3, 1996 to Nov 21, 2025
Apr 3, 1996 to Nov 21, 2025
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