iShares MSCI Italy Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:15.60% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3012 | 4.17 | |
| 0.1107 | 8.43 | |
| 0.8548 | 65.63 | |
| -0.0187 | -0.89 | |
| 0.0663 | 2.33 | |
| -0.0944 | -5.53 | |
| 0.0674 | 4.13 | |
| -0.0220 | -1.87 |
Estimation Period:
Apr 3, 1996 to Dec 5, 2025
Apr 3, 1996 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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