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	param	t-stat
$ω$	1.3038	4.17
$α$	0.1106	8.48
$β$	0.8551	66.10
$γ_{1}$	-0.0173	-0.84
$γ_{2}$	0.0632	2.26
$γ_{3}$	-0.0918	-5.52
$γ_{4}$	0.0667	4.18
$γ_{5}$	-0.0224	-1.96

V-Lab

iShares MSCI Italy Capped ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 19th, 2026:22.85% (+0.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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