iShares MSCI Spain Capped ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
20.55%
decreased by 0.79%
1 Week
20.80%
decreased by 0.54%
1 Month
21.60%
increased by 0.26%
Analysis last updated: Friday, June 12, 2026 at 11:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0396 | 9.98 | |
| 0.8663 | 269.13 | |
| 0.1014 | 19.83 | |
| 0.0096 | 8.21 | |
| 0.0191 | 7.90 | |
| 0.9769 | 345.94 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
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