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V-Lab

iShares MSCI Spain Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.24% (+0.51%)
Analysis last updated: Friday, February 20, 2026 at 11:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Spain Capped ETF SGARCH
paramt-stat
ω1.36144.97
α0.10675.79
β0.835140.93
γ10.07061.36
γ2-0.1508-2.01
γ30.21864.65
γ4-0.2513-6.43
γ50.12913.28
γ6-0.0062-0.13
γ70.01470.29
γ8-0.0692-1.22
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts