iShares MSCI Italy Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:17.29% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 19.37 | |
| 0.0454 | 10.11 | |
| 0.8928 | 349.15 | |
| 0.0945 | 12.56 |
Estimation Period:
Apr 3, 1996 to Oct 17, 2025
Apr 3, 1996 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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