iShares MSCI Spain Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:15.98% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1307 | 4.70 | |
| 0.1068 | 6.02 | |
| 0.8446 | 45.82 | |
| -0.0282 | -1.45 | |
| 0.0747 | 2.85 | |
| -0.0975 | -6.48 | |
| 0.0817 | 5.23 | |
| -0.0372 | -3.03 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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