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	param	t-stat
$m$	21
$α$	0.0309	4.76
$β$	0.8075	126.19
$γ$	0.1345	14.08
$λ_{1}$	0.0254	4.86
$λ_{2}$	0.0624	4.83
$λ_{3}$	0.9281	66.27

V-Lab

iShares MSCI Italy Capped ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:18.62% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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