iShares MSCI Spain Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:29.39% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0416 | 10.17 | |
| 0.8640 | 262.12 | |
| 0.1003 | 19.14 | |
| 0.0095 | 8.22 | |
| 0.0195 | 7.90 | |
| 0.9766 | 341.11 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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