iShares MSCI Italy Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.79% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0435 | 19.39 | |
| 0.0452 | 10.15 | |
| 0.8932 | 351.39 | |
| 0.0942 | 12.60 |
Estimation Period:
Apr 3, 1996 to Feb 6, 2026
Apr 3, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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