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	param	t-stat
$ω$	0.0436	19.40
$α$	0.0452	10.16
$β$	0.8931	351.62
$γ$	0.0944	12.62

V-Lab

iShares MSCI Italy Capped ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:21.24% (+1.94%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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