V-Lab: iShares MSCI Spain Capped ETF Zero Slope Spline-GARCH Volatility Analysis

V-Lab

iShares MSCI Spain Capped ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:14.96% (-0.25%)

Analysis last updated: Friday, September 19, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1191	4.70
$α$	0.1077	5.97
$β$	0.8423	45.04
$γ_{1}$	-0.0304	-1.55
$γ_{2}$	0.0793	2.99
$γ_{3}$	-0.1019	-6.65
$γ_{4}$	0.0851	5.33
$γ_{5}$	-0.0391	-3.10

Estimation Period:
Apr 1, 1996 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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