iShares MSCI Spain Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
27.07%
decreased by 1.28%
1 Week
27.06%
decreased by 1.29%
1 Month
27.01%
decreased by 1.34%
Analysis last updated: Thursday, April 2, 2026 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0529 | 21.41 | |
| 0.0406 | 11.13 | |
| 0.8948 | 351.17 | |
| 0.0918 | 16.32 |
Estimation Period:
Apr 1, 1996 to Apr 2, 2026
Apr 1, 1996 to Apr 2, 2026
Other iShares MSCI Spain Capped ETF Analyses
Other GJR-GARCH Analyses on ETFs