iShares MSCI Spain Capped ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
22.07%
increased by 1.13%
1 Week
22.16%
increased by 1.22%
1 Month
22.49%
increased by 1.55%
Analysis last updated: Friday, May 22, 2026 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0402 | 10.09 | |
| 0.8661 | 268.14 | |
| 0.1007 | 19.68 | |
| 0.0094 | 8.26 | |
| 0.0189 | 7.95 | |
| 0.9772 | 352.27 |
Estimation Period:
Apr 1, 1996 to May 22, 2026
Apr 1, 1996 to May 22, 2026
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