iShares MSCI Italy Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.47% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2971 | 4.15 | |
| 0.1108 | 8.43 | |
| 0.8547 | 65.55 | |
| -0.0194 | -0.92 | |
| 0.0678 | 2.36 | |
| -0.0955 | -5.52 | |
| 0.0678 | 4.10 | |
| -0.0219 | -1.85 |
Estimation Period:
Apr 3, 1996 to Oct 31, 2025
Apr 3, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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