iShares MSCI Mexico Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.39% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0718 | 18.33 | |
| 0.0223 | 8.35 | |
| 0.8929 | 348.52 | |
| 0.1279 | 16.53 |
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Apr 1, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Mexico Capped ETF Analyses
Other GJR-GARCH Analyses on ETFs