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	param	t-stat
$ω$	1.2931	4.20
$α$	0.1112	8.44
$β$	0.8535	65.48
$γ_{1}$	-0.0189	-0.93
$γ_{2}$	0.0667	2.39
$γ_{3}$	-0.0966	-5.65
$γ_{4}$	0.0760	4.08
$γ_{5}$	-0.0448	-1.73

V-Lab

iShares MSCI Italy Capped ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 9th, 2026:25.89% (-1.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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