iShares MSCI Spain Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:14.53% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0411 | 10.04 | |
| 0.8643 | 260.10 | |
| 0.0994 | 19.03 | |
| 0.0099 | 8.10 | |
| 0.0212 | 7.81 | |
| 0.9746 | 309.99 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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