iShares MSCI Spain Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.35% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1361 | 4.70 | |
| 0.1065 | 6.06 | |
| 0.8455 | 46.25 | |
| -0.0268 | -1.39 | |
| 0.0719 | 2.76 | |
| -0.0948 | -6.40 | |
| 0.0801 | 5.24 | |
| -0.0368 | -3.06 |
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Apr 1, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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