V-Lab
iShares MSCI Spain Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:19.94% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1070 | 4.66 | |
| 0.1086 | 5.94 | |
| 0.8406 | 44.51 | |
| -0.0329 | -1.65 | |
| 0.0843 | 3.12 | |
| -0.1063 | -6.78 | |
| 0.0882 | 5.40 | |
| -0.0407 | -3.17 |
Estimation Period:
Apr 1, 1996 to Jun 20, 2025
Apr 1, 1996 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Spain Capped ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs