iShares MSCI Italy Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:18.76% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2994 | 4.16 | |
| 0.1108 | 8.43 | |
| 0.8547 | 65.56 | |
| -0.0190 | -0.91 | |
| 0.0670 | 2.34 | |
| -0.0950 | -5.54 | |
| 0.0679 | 4.14 | |
| -0.0223 | -1.90 |
Estimation Period:
Apr 3, 1996 to Nov 21, 2025
Apr 3, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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