iShares MSCI Italy Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.42% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 19.30 | |
| 0.0454 | 10.15 | |
| 0.8929 | 350.30 | |
| 0.0945 | 12.60 |
Estimation Period:
Apr 3, 1996 to Dec 12, 2025
Apr 3, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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