V-Lab
iShares MSCI Italy Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:16.58% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2804 | 4.11 | |
| 0.1115 | 8.42 | |
| 0.8538 | 64.95 | |
| -0.0223 | -1.03 | |
| 0.0735 | 2.48 | |
| -0.0999 | -5.55 | |
| 0.0700 | 4.10 | |
| -0.0227 | -1.86 |
Estimation Period:
Apr 3, 1996 to Jun 27, 2025
Apr 3, 1996 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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