iShares MSCI Spain Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:15.77% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8674 | 6.94 | |
| 0.0809 | 31.32 | |
| 0.9871 | 535.89 | |
| 7.2402 | 5.88 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
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