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	param	t-stat
$m$	21
$α$	0.0306	4.69
$β$	0.8066	125.31
$γ$	0.1357	14.10
$λ_{1}$	0.0261	4.88
$λ_{2}$	0.0634	4.79
$λ_{3}$	0.9268	64.54

V-Lab

iShares MSCI Italy Capped ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 9th, 2026:30.23% (-1.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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