V-Lab
iShares MSCI Spain Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:18.17% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1106 | 4.68 | |
| 0.1082 | 5.94 | |
| 0.8411 | 44.62 | |
| -0.0320 | -1.62 | |
| 0.0825 | 3.08 | |
| -0.1047 | -6.75 | |
| 0.0873 | 5.39 | |
| -0.0403 | -3.16 |
Estimation Period:
Apr 1, 1996 to Jul 25, 2025
Apr 1, 1996 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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