iShares MSCI Spain Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:16.85% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1192 | 4.67 | |
| 0.1076 | 5.99 | |
| 0.8429 | 45.29 | |
| -0.0301 | -1.53 | |
| 0.0785 | 2.96 | |
| -0.1008 | -6.60 | |
| 0.0843 | 5.31 | |
| -0.0386 | -3.09 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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