V-Lab
iShares MSCI Mexico Capped ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:21.27% (-0.55%)
Analysis last updated: Tuesday, April 23, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 7.80 | |
| 0.1626 | 37.00 | |
| 0.9772 | 700.02 | |
| -0.0966 | -23.74 |
Estimation Period:
Apr 1, 1996 to Apr 19, 2024
Apr 1, 1996 to Apr 19, 2024
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