V-Lab
iShares MSCI Spain Capped ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:19.52% (+1.57%)
Analysis last updated: Tuesday, April 23, 2024 at 09:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0538 | 21.69 | |
| 0.1034 | 28.11 | |
| 0.8801 | 262.32 |
Estimation Period:
Apr 1, 1996 to Apr 19, 2024
Apr 1, 1996 to Apr 19, 2024
News Impact Curve
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