iShares MSCI Spain Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
24.68%
increased by 0.52%
1 Week
24.74%
increased by 0.58%
1 Month
24.96%
increased by 0.80%
Analysis last updated: Friday, May 22, 2026 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8792 | 7.00 | |
| 0.0808 | 31.10 | |
| 0.9871 | 542.06 | |
| 7.2637 | 5.87 |
Estimation Period:
Apr 1, 1996 to May 22, 2026
Apr 1, 1996 to May 22, 2026
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