iShares MSCI Spain Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.96% (+2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8740 | 7.00 | |
| 0.0814 | 31.16 | |
| 0.9870 | 536.11 | |
| 7.2684 | 5.86 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
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