iShares MSCI Spain Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
21.14%
decreased by 0.85%
1 Week
21.37%
decreased by 0.62%
1 Month
22.16%
increased by 0.17%
Analysis last updated: Tuesday, April 28, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0528 | 21.39 | |
| 0.0402 | 11.10 | |
| 0.8950 | 351.81 | |
| 0.0921 | 16.46 |
Estimation Period:
Apr 1, 1996 to Apr 24, 2026
Apr 1, 1996 to Apr 24, 2026
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