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	param	t-stat
$m$	21
$α$	0.0309	4.73
$β$	0.8070	125.87
$γ$	0.1349	14.07
$λ_{1}$	0.0248	4.81
$λ_{2}$	0.0625	4.85
$λ_{3}$	0.9282	66.59

V-Lab

iShares MSCI Italy Capped ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 30th, 2026:16.82% (-0.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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