V-Lab
V-Lab
iShares MSCI Italy Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 23rd, 2025:17.29% (-0.61%)
Analysis last updated: Thursday, May 22, 2025 at 09:44 PM UTC
Date Range:

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to

6M ·

1Y ·

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graph of iShares MSCI Italy Capped ETF GJR-GARCH
paramt-stat
ω0.044419.31
α0.045210.02
β0.8932345.12
γ0.094512.57
Estimation Period:
Apr 3, 1996 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts