iShares MSCI Mexico Capped ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:24.69% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 5.00 | |
| 0.0929 | 32.94 | |
| 0.8790 | 306.80 | |
| 0.8603 | 20.86 |
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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