iShares MSCI Italy Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:19.10% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0440 | 19.39 | |
| 0.0455 | 10.14 | |
| 0.8928 | 349.43 | |
| 0.0943 | 12.54 |
Estimation Period:
Apr 3, 1996 to Nov 14, 2025
Apr 3, 1996 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Italy Capped ETF Analyses
Other GJR-GARCH Analyses on ETFs