iShares MSCI Italy Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.72% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.1573 | 8.35 | |
| 0.0908 | 45.96 | |
| 0.9917 | 1,081.51 | |
| 7.8069 | 8.64 |
Estimation Period:
Apr 3, 1996 to Feb 6, 2026
Apr 3, 1996 to Feb 6, 2026
Other iShares MSCI Italy Capped ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs