iShares MSCI Spain Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.69% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8811 | 6.85 | |
| 0.0809 | 31.38 | |
| 0.9872 | 531.32 | |
| 7.2035 | 5.91 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
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