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	param	t-stat
$ω$	0.0437	19.45
$α$	0.0452	10.16
$β$	0.8931	351.73
$γ$	0.0943	12.63

V-Lab

iShares MSCI Italy Capped ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:26.46% (-0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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