iShares MSCI Italy Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:13.93% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0306 | 4.68 | |
| 0.8071 | 125.17 | |
| 0.1351 | 14.02 | |
| 0.0259 | 4.80 | |
| 0.0634 | 4.78 | |
| 0.9269 | 64.42 |
Estimation Period:
Apr 3, 1996 to Oct 31, 2025
Apr 3, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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