iShares MSCI Spain Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:15.46% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0409 | 10.01 | |
| 0.8648 | 262.31 | |
| 0.0999 | 19.10 | |
| 0.0094 | 8.18 | |
| 0.0196 | 7.83 | |
| 0.9765 | 336.84 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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