iShares MSCI Spain Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:16.55% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1292 | 4.70 | |
| 0.1067 | 6.00 | |
| 0.8446 | 45.75 | |
| -0.0284 | -1.46 | |
| 0.0752 | 2.86 | |
| -0.0979 | -6.50 | |
| 0.0821 | 5.25 | |
| -0.0374 | -3.04 |
Estimation Period:
Apr 1, 1996 to Dec 5, 2025
Apr 1, 1996 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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