iShares MSCI Spain Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:19.26% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8779 | 6.94 | |
| 0.0810 | 31.26 | |
| 0.9871 | 533.26 | |
| 7.2368 | 5.87 |
Estimation Period:
Apr 1, 1996 to Nov 21, 2025
Apr 1, 1996 to Nov 21, 2025
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