iShares MSCI Italy Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:19.91% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0445 | 19.42 | |
| 0.0454 | 10.10 | |
| 0.8924 | 348.59 | |
| 0.0951 | 12.59 |
Estimation Period:
Apr 3, 1996 to Oct 10, 2025
Apr 3, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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