V-Lab
iShares MSCI Spain Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:21.94% (-0.67%)
Analysis last updated: Thursday, November 21, 2024 at 10:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0391 | 9.08 | |
| 0.8655 | 263.71 | |
| 0.1036 | 19.08 | |
| 0.0059 | 9.10 | |
| 0.0142 | 8.25 | |
| 0.9833 | 505.05 |
Estimation Period:
Apr 1, 1996 to Nov 15, 2024
Apr 1, 1996 to Nov 15, 2024
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