iShares MSCI Spain Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.39%
decreased by 0.92%
1 Week
22.52%
decreased by 0.79%
1 Month
22.97%
decreased by 0.34%
Analysis last updated: Friday, June 12, 2026 at 11:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8696 | 6.98 | |
| 0.0805 | 31.04 | |
| 0.9871 | 538.78 | |
| 7.2383 | 5.88 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
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