iShares MSCI Spain Capped ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.17% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0533 | 22.96 | |
| 0.0986 | 28.62 | |
| 0.8839 | 277.16 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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