iShares MSCI Spain Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 14th, 2026
1 Day
23.30%
decreased by 1.00%
1 Week
23.43%
decreased by 0.87%
1 Month
23.89%
decreased by 0.41%
Analysis last updated: Monday, April 13, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0527 | 21.37 | |
| 0.0404 | 11.12 | |
| 0.8951 | 352.11 | |
| 0.0918 | 16.38 |
Estimation Period:
Apr 1, 1996 to Apr 10, 2026
Apr 1, 1996 to Apr 10, 2026
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