iShares MSCI Spain Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.68% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0408 | 9.99 | |
| 0.8644 | 261.39 | |
| 0.1001 | 19.13 | |
| 0.0097 | 8.12 | |
| 0.0205 | 7.82 | |
| 0.9754 | 320.54 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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