iShares MSCI Spain Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:17.84% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8780 | 6.91 | |
| 0.0809 | 31.31 | |
| 0.9871 | 532.42 | |
| 7.2262 | 5.87 |
Estimation Period:
Apr 1, 1996 to Nov 14, 2025
Apr 1, 1996 to Nov 14, 2025
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