iShares MSCI Spain Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:18.60% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1252 | 4.67 | |
| 0.1070 | 6.01 | |
| 0.8442 | 45.69 | |
| -0.0290 | -1.49 | |
| 0.0762 | 2.89 | |
| -0.0987 | -6.52 | |
| 0.0827 | 5.27 | |
| -0.0378 | -3.06 |
Estimation Period:
Apr 1, 1996 to Nov 21, 2025
Apr 1, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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