iShares MSCI Spain Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.24% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3614 | 4.97 | |
| 0.1067 | 5.79 | |
| 0.8351 | 40.93 | |
| 0.0706 | 1.36 | |
| -0.1508 | -2.01 | |
| 0.2186 | 4.65 | |
| -0.2513 | -6.43 | |
| 0.1291 | 3.28 | |
| -0.0062 | -0.13 | |
| 0.0147 | 0.29 | |
| -0.0692 | -1.22 |
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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