iShares MSCI Spain Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:32.88% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1351 | 4.70 | |
| 0.1078 | 6.07 | |
| 0.8437 | 45.82 | |
| -0.0275 | -1.44 | |
| 0.0733 | 2.82 | |
| -0.0971 | -6.36 | |
| 0.0851 | 4.90 | |
| -0.0478 | -1.94 |
Estimation Period:
Apr 1, 1996 to Mar 6, 2026
Apr 1, 1996 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Spain Capped ETF Analyses
Other Spline-GARCH Analyses on ETFs