iShares MSCI Italy Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.78% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3011 | 4.16 | |
| 0.1104 | 8.46 | |
| 0.8553 | 66.11 | |
| -0.0178 | -0.86 | |
| 0.0642 | 2.28 | |
| -0.0925 | -5.51 | |
| 0.0666 | 4.15 | |
| -0.0219 | -1.90 |
Estimation Period:
Apr 3, 1996 to Feb 13, 2026
Apr 3, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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