iShares MSCI Italy Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:20.31% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0305 | 4.67 | |
| 0.8075 | 125.92 | |
| 0.1356 | 14.06 | |
| 0.0263 | 4.85 | |
| 0.0633 | 4.77 | |
| 0.9269 | 64.42 |
Estimation Period:
Apr 3, 1996 to Oct 10, 2025
Apr 3, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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