iShares MSCI Spain Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:19.42% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0410 | 10.04 | |
| 0.8643 | 260.11 | |
| 0.0994 | 19.04 | |
| 0.0099 | 8.09 | |
| 0.0213 | 7.81 | |
| 0.9745 | 308.38 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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