Skip to main content
V-Lab
V-Lab
iShares MSCI Spain Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:17.25% (-0.34%)
Analysis last updated: Monday, October 13, 2025 at 09:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Spain Capped ETF MF2-GARCH
paramt-stat
m101
α0.04099.96
β0.8646261.99
γ0.100319.07
λ10.00918.17
λ20.01897.83
λ30.9773348.66
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts