iShares MSCI Spain Capped ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:14.97% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 10.91 | |
| 0.0931 | 29.67 | |
| 0.8849 | 332.40 | |
| 0.5878 | 19.02 |
Estimation Period:
Apr 1, 1996 to Nov 7, 2025
Apr 1, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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