iShares MSCI Spain Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:16.40% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0534 | 20.97 | |
| 0.0406 | 11.03 | |
| 0.8946 | 347.00 | |
| 0.0919 | 16.18 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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