iShares MSCI Spain Capped ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:21.51% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0377 | 23.30 | |
| 0.0886 | 27.81 | |
| 0.9077 | 341.51 | |
| 0.3994 | 15.24 | |
| 1.2763 | 33.90 |
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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