iShares MSCI Spain Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.95% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0524 | 21.01 | |
| 0.0404 | 11.06 | |
| 0.8952 | 349.95 | |
| 0.0916 | 16.23 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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