iShares MSCI Spain Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.06% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0413 | 10.10 | |
| 0.8644 | 261.07 | |
| 0.0994 | 19.03 | |
| 0.0096 | 8.14 | |
| 0.0202 | 7.84 | |
| 0.9758 | 326.56 |
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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