V-Lab
iShares MSCI Mexico Capped ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:21.93% (-1.29%)
Analysis last updated: Tuesday, April 23, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 3.81 | |
| 0.0921 | 34.86 | |
| 0.8841 | 339.26 | |
| 0.8707 | 29.41 |
Estimation Period:
Apr 1, 1996 to Apr 19, 2024
Apr 1, 1996 to Apr 19, 2024
News Impact Curve
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