iShares MSCI Spain Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:14.34% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8639 | 6.89 | |
| 0.0808 | 31.42 | |
| 0.9872 | 537.42 | |
| 7.2295 | 5.91 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
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