V-Lab
V-Lab
iShares MSCI Italy Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:24.29% (-0.97%)
Analysis last updated: Thursday, May 8, 2025 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Italy Capped ETF GJR-GARCH
paramt-stat
ω0.042918.98
α0.04439.97
β0.8954346.10
γ0.092912.56
Estimation Period:
Apr 3, 1996 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts