iShares MSCI Spain Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:27.50% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8853 | 6.98 | |
| 0.0814 | 31.13 | |
| 0.9870 | 536.13 | |
| 7.2563 | 5.89 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
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