iShares MSCI Spain Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
19.84%
decreased by 1.08%
1 Week
20.05%
decreased by 0.87%
1 Month
20.81%
decreased by 0.11%
Analysis last updated: Monday, June 8, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8655 | 7.03 | |
| 0.0808 | 31.04 | |
| 0.9870 | 539.93 | |
| 7.2664 | 5.86 |
Estimation Period:
Apr 1, 1996 to Jun 5, 2026
Apr 1, 1996 to Jun 5, 2026
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