iShares MSCI Spain Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
22.88%
increased by 0.94%
1 Week
23.03%
increased by 1.09%
1 Month
23.55%
increased by 1.61%
Analysis last updated: Friday, May 22, 2026 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0527 | 21.39 | |
| 0.0400 | 11.09 | |
| 0.8952 | 352.87 | |
| 0.0921 | 16.50 |
Estimation Period:
Apr 1, 1996 to May 22, 2026
Apr 1, 1996 to May 22, 2026
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