iShares MSCI Mexico Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.92% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7827 | 5.41 | |
| 0.1061 | 6.97 | |
| 0.8411 | 46.60 | |
| -0.1153 | -4.56 | |
| 0.1787 | 5.00 | |
| -0.1111 | -4.89 | |
| 0.0856 | 4.14 | |
| -0.0458 | -2.22 | |
| 0.0042 | 0.23 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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