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	param	t-stat
$m$	21
$α$	0.0309	4.74
$β$	0.8067	125.75
$γ$	0.1352	14.08
$λ_{1}$	0.0249	4.82
$λ_{2}$	0.0625	4.85
$λ_{3}$	0.9282	66.61

V-Lab

iShares MSCI Italy Capped ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, January 12th, 2026:13.75% (-0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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