iShares MSCI Spain Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:14.76% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0520 | 21.10 | |
| 0.0405 | 11.11 | |
| 0.8955 | 350.77 | |
| 0.0909 | 16.19 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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