iShares MSCI Italy Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:18.58% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2932 | 4.15 | |
| 0.1112 | 8.43 | |
| 0.8541 | 65.16 | |
| -0.0200 | -0.94 | |
| 0.0689 | 2.39 | |
| -0.0966 | -5.56 | |
| 0.0688 | 4.16 | |
| -0.0227 | -1.92 |
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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