iShares MSCI Spain Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:15.35% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1236 | 4.67 | |
| 0.1072 | 6.00 | |
| 0.8439 | 45.63 | |
| -0.0296 | -1.51 | |
| 0.0774 | 2.92 | |
| -0.0997 | -6.55 | |
| 0.0832 | 5.26 | |
| -0.0378 | -3.04 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Spain Capped ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs