iShares MSCI Spain Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.53% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8677 | 7.03 | |
| 0.0813 | 31.13 | |
| 0.9870 | 538.75 | |
| 7.2852 | 5.85 |
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Apr 1, 1996 to Feb 20, 2026
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