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	param	t-stat
$ω$	0.0430	19.23
$α$	0.0452	10.18
$β$	0.8934	351.85
$γ$	0.0943	12.64

V-Lab

iShares MSCI Italy Capped ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:13.76% (-0.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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