iShares MSCI Italy Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.66% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3029 | 4.17 | |
| 0.1108 | 8.45 | |
| 0.8547 | 65.67 | |
| -0.0185 | -0.89 | |
| 0.0659 | 2.32 | |
| -0.0941 | -5.51 | |
| 0.0670 | 4.11 | |
| -0.0216 | -1.85 |
Estimation Period:
Apr 3, 1996 to Dec 12, 2025
Apr 3, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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