V-Lab
iShares MSCI Spain Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:20.28% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9196 | 6.78 | |
| 0.0815 | 30.88 | |
| 0.9869 | 510.01 | |
| 7.1220 | 5.93 |
Estimation Period:
Apr 1, 1996 to Jun 27, 2025
Apr 1, 1996 to Jun 27, 2025
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