Skip to main content
V-Lab
V-Lab
iShares MSCI Spain Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:19.18% (-0.71%)
Analysis last updated: Friday, November 21, 2025 at 11:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Spain Capped ETF MF2-GARCH
paramt-stat
m101
α0.041010.03
β0.8648262.14
γ0.099719.08
λ10.00938.17
λ20.01957.83
λ30.9766337.45
Estimation Period:
Apr 1, 1996 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts