V-Lab
iShares MSCI Mexico Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:20.61% (-1.03%)
Analysis last updated: Friday, April 19, 2024 at 11:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7647 | 4.70 | |
| 0.1063 | 7.23 | |
| 0.8488 | 49.03 | |
| -0.1367 | -4.20 | |
| 0.2078 | 4.50 | |
| -0.1197 | -4.03 | |
| 0.0814 | 3.19 | |
| -0.0366 | -1.67 | |
| 0.0009 | 0.06 |
Estimation Period:
Apr 1, 1996 to Apr 19, 2024
Apr 1, 1996 to Apr 19, 2024
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