iShares MSCI Italy Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:18.66% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2187 | 8.21 | |
| 0.0907 | 46.34 | |
| 0.9920 | 1,098.57 | |
| 7.7975 | 8.71 |
Estimation Period:
Apr 3, 1996 to Jan 23, 2026
Apr 3, 1996 to Jan 23, 2026
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