V-Lab
V-Lab
iShares MSCI Spain Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 23rd, 2025:15.11% (+0.45%)
Analysis last updated: Monday, September 22, 2025 at 09:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Spain Capped ETF GJR-GARCH
paramt-stat
ω0.053720.96
α0.040611.02
β0.8944345.99
γ0.091916.14
Estimation Period:
Apr 1, 1996 to Sep 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts