iShares MSCI Italy Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:18.64% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0308 | 4.71 | |
| 0.8069 | 124.91 | |
| 0.1349 | 14.01 | |
| 0.0261 | 4.83 | |
| 0.0633 | 4.77 | |
| 0.9269 | 64.44 |
Estimation Period:
Apr 3, 1996 to Nov 21, 2025
Apr 3, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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