iShares MSCI Spain Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:16.51% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8850 | 6.86 | |
| 0.0811 | 31.19 | |
| 0.9870 | 523.62 | |
| 7.1898 | 5.89 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
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