iShares MSCI Spain Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.86% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1285 | 4.72 | |
| 0.1070 | 5.99 | |
| 0.8440 | 45.39 | |
| -0.0284 | -1.48 | |
| 0.0751 | 2.89 | |
| -0.0988 | -6.46 | |
| 0.0868 | 5.00 | |
| -0.0515 | -2.10 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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