V-Lab
iShares MSCI Italy Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:14.00% (-0.45%)
Analysis last updated: Tuesday, November 5, 2024 at 11:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0332 | 5.27 | |
| 0.8154 | 134.36 | |
| 0.1266 | 13.94 | |
| 0.0231 | 5.06 | |
| 0.0583 | 5.01 | |
| 0.9331 | 74.41 |
Estimation Period:
Apr 3, 1996 to Nov 1, 2024
Apr 3, 1996 to Nov 1, 2024
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