iShares MSCI Spain Capped ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:29.99% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 11.29 | |
| 0.0937 | 29.94 | |
| 0.8841 | 333.00 | |
| 0.5852 | 19.07 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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