V-Lab
V-Lab
iShares MSCI Spain Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, September 22nd, 2025:15.80% (-0.28%)
Analysis last updated: Friday, September 19, 2025 at 10:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of iShares MSCI Spain Capped ETF MF2-GARCH
paramt-stat
m101
α0.04109.93
β0.8641260.67
γ0.100418.99
λ10.00918.13
λ20.01887.79
λ30.9774348.45
Estimation Period:
Apr 1, 1996 to Sep 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts