iShares MSCI Spain Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:20.77% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1392 | 4.72 | |
| 0.1064 | 6.05 | |
| 0.8457 | 46.22 | |
| -0.0271 | -1.41 | |
| 0.0727 | 2.78 | |
| -0.0956 | -6.40 | |
| 0.0802 | 5.19 | |
| -0.0362 | -2.99 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Spain Capped ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs