iShares MSCI Spain Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.20% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0525 | 21.32 | |
| 0.0407 | 11.14 | |
| 0.8951 | 350.75 | |
| 0.0911 | 16.17 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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