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	param	t-stat
$ω$	1.2977	4.15
$α$	0.1106	8.46
$β$	0.8552	66.08
$γ_{1}$	-0.0186	-0.89
$γ_{2}$	0.0656	2.31
$γ_{3}$	-0.0932	-5.48
$γ_{4}$	0.0662	4.07
$γ_{5}$	-0.0209	-1.80

V-Lab

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

Volatility Prediction for Monday, January 12th, 2026:14.55% (-0.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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