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	param	t-stat
$ω$	1.1345	4.70
$α$	0.1065	6.04
$β$	0.8454	46.12
$γ_{1}$	-0.0276	-1.43
$γ_{2}$	0.0736	2.81
$γ_{3}$	-0.0963	-6.42
$γ_{4}$	0.0806	5.19
$γ_{5}$	-0.0364	-2.98

V-Lab

iShares MSCI Spain Capped ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 12th, 2026:15.22% (-0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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