iShares MSCI Italy Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.20% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0310 | 4.73 | |
| 0.8065 | 125.47 | |
| 0.1353 | 14.06 | |
| 0.0252 | 4.83 | |
| 0.0623 | 4.84 | |
| 0.9282 | 66.52 |
Estimation Period:
Apr 3, 1996 to Dec 12, 2025
Apr 3, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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