V-Lab
iShares MSCI Spain Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:15.13% (-0.10%)
Analysis last updated: Tuesday, November 5, 2024 at 11:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0394 | 9.14 | |
| 0.8646 | 264.50 | |
| 0.1048 | 19.19 | |
| 0.0053 | 9.03 | |
| 0.0145 | 8.57 | |
| 0.9832 | 517.48 |
Estimation Period:
Apr 1, 1996 to Nov 1, 2024
Apr 1, 1996 to Nov 1, 2024
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