V-Lab
iShares MSCI Spain Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:17.88% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9242 | 6.75 | |
| 0.0816 | 30.91 | |
| 0.9869 | 509.24 | |
| 7.1064 | 5.96 |
Estimation Period:
Apr 1, 1996 to May 30, 2025
Apr 1, 1996 to May 30, 2025
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