iShares MSCI Spain Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.17% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8678 | 7.02 | |
| 0.0813 | 31.12 | |
| 0.9870 | 537.28 | |
| 7.2750 | 5.86 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
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