iShares MSCI Italy Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:15.44% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0438 | 19.31 | |
| 0.0455 | 10.15 | |
| 0.8929 | 349.73 | |
| 0.0943 | 12.56 |
Estimation Period:
Apr 3, 1996 to Nov 7, 2025
Apr 3, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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