V-Lab
iShares MSCI Italy Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:18.26% (-0.48%)
Analysis last updated: Thursday, November 21, 2024 at 10:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0327 | 5.20 | |
| 0.8165 | 134.89 | |
| 0.1258 | 13.88 | |
| 0.0233 | 5.08 | |
| 0.0574 | 4.99 | |
| 0.9339 | 75.06 |
Estimation Period:
Apr 3, 1996 to Nov 15, 2024
Apr 3, 1996 to Nov 15, 2024
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