iShares MSCI Spain Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.52% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1364 | 4.70 | |
| 0.1066 | 6.06 | |
| 0.8454 | 46.20 | |
| -0.0269 | -1.40 | |
| 0.0722 | 2.77 | |
| -0.0951 | -6.41 | |
| 0.0803 | 5.24 | |
| -0.0368 | -3.06 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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