iShares MSCI Spain Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:16.47% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1180 | 4.67 | |
| 0.1070 | 5.95 | |
| 0.8437 | 45.25 | |
| -0.0304 | -1.55 | |
| 0.0789 | 2.97 | |
| -0.1016 | -6.46 | |
| 0.0869 | 4.82 | |
| -0.0468 | -1.69 |
Estimation Period:
Apr 1, 1996 to Nov 7, 2025
Apr 1, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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