iShares MSCI Mexico Capped ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.84% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 8.76 | |
| 0.1610 | 35.31 | |
| 0.9748 | 687.91 | |
| -0.0970 | -22.79 |
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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