V-Lab
iShares MSCI Italy Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:25.11% (-1.57%)
Analysis last updated: Monday, December 23, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0330 | 5.22 | |
| 0.8160 | 132.62 | |
| 0.1243 | 13.70 | |
| 0.0236 | 5.05 | |
| 0.0570 | 4.93 | |
| 0.9341 | 74.58 |
Estimation Period:
Apr 3, 1996 to Dec 20, 2024
Apr 3, 1996 to Dec 20, 2024
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