iShares MSCI Spain Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:20.45% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0524 | 21.31 | |
| 0.0407 | 11.14 | |
| 0.8951 | 350.90 | |
| 0.0911 | 16.18 |
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Apr 1, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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