iShares MSCI Spain Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:19.79% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0519 | 21.14 | |
| 0.0404 | 11.11 | |
| 0.8956 | 351.07 | |
| 0.0909 | 16.20 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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