iShares MSCI Spain Capped ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.40% (+0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 13.59 | |
| 0.1642 | 30.08 | |
| 0.9791 | 1,073.61 | |
| -0.0676 | -17.30 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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