iShares MSCI Spain Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.22% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0414 | 10.12 | |
| 0.8643 | 261.05 | |
| 0.0994 | 19.03 | |
| 0.0096 | 8.16 | |
| 0.0201 | 7.81 | |
| 0.9759 | 327.83 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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