iShares MSCI Spain Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:19.17% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0528 | 21.05 | |
| 0.0406 | 11.07 | |
| 0.8950 | 348.64 | |
| 0.0914 | 16.15 |
Estimation Period:
Apr 1, 1996 to Nov 21, 2025
Apr 1, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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