iShares MSCI Spain Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:31.25% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0530 | 21.43 | |
| 0.0410 | 11.16 | |
| 0.8945 | 350.09 | |
| 0.0916 | 16.24 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Spain Capped ETF Analyses
Other GJR-GARCH Analyses on ETFs