V-Lab
iShares MSCI Spain Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:27.31% (-1.59%)
Analysis last updated: Monday, December 23, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0389 | 9.03 | |
| 0.8657 | 262.43 | |
| 0.1027 | 18.95 | |
| 0.0061 | 9.02 | |
| 0.0143 | 8.14 | |
| 0.9831 | 493.55 |
Estimation Period:
Apr 1, 1996 to Dec 20, 2024
Apr 1, 1996 to Dec 20, 2024
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