iShares MSCI Spain Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
16.68%
increased by 0.13%
1 Week
17.15%
increased by 0.60%
1 Month
18.71%
increased by 2.16%
Analysis last updated: Tuesday, July 7, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0527 | 21.29 | |
| 0.0391 | 11.00 | |
| 0.8955 | 355.37 | |
| 0.0933 | 16.86 |
Estimation Period:
Apr 1, 1996 to Jul 2, 2026
Apr 1, 1996 to Jul 2, 2026
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