V-Lab
iShares MSCI Italy Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:15.98% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2760 | 4.10 | |
| 0.1116 | 8.41 | |
| 0.8537 | 64.89 | |
| -0.0230 | -1.05 | |
| 0.0747 | 2.50 | |
| -0.1009 | -5.55 | |
| 0.0703 | 4.08 | |
| -0.0228 | -1.84 |
Estimation Period:
Apr 3, 1996 to May 30, 2025
Apr 3, 1996 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Italy Capped ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs