iShares MSCI Spain Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.96% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0527 | 20.91 | |
| 0.0405 | 11.06 | |
| 0.8950 | 348.67 | |
| 0.0915 | 16.18 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Spain Capped ETF Analyses
Other GJR-GARCH Analyses on ETFs