iShares MSCI Spain Capped ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:16.30% (+1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0536 | 22.71 | |
| 0.0987 | 28.43 | |
| 0.8837 | 274.62 |
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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