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	param	t-stat
$ω$	1.3095	4.17
$α$	0.1104	8.45
$β$	0.8555	66.12
$γ_{1}$	-0.0176	-0.85
$γ_{2}$	0.0642	2.27
$γ_{3}$	-0.0926	-5.47
$γ_{4}$	0.0659	4.07
$γ_{5}$	-0.0208	-1.80

V-Lab

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

Volatility Prediction for Friday, January 30th, 2026:18.51% (-0.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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