V-Lab
iShares MSCI Spain Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:16.49% (-0.11%)
Analysis last updated: Friday, April 26, 2024 at 09:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0512 | 19.68 | |
| 0.0401 | 10.77 | |
| 0.8935 | 340.50 | |
| 0.0986 | 17.30 |
Estimation Period:
Apr 1, 1996 to Apr 26, 2024
Apr 1, 1996 to Apr 26, 2024
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