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	param	t-stat
$m$	21
$α$	0.0307	4.71
$β$	0.8064	124.82
$γ$	0.1352	14.07
$λ_{1}$	0.0259	4.88
$λ_{2}$	0.0631	4.79
$λ_{3}$	0.9271	64.88

V-Lab

iShares MSCI Italy Capped ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:24.91% (-0.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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