iShares MSCI Mexico Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.14% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0126 | 3.34 | |
| 0.8515 | 216.49 | |
| 0.1561 | 29.57 | |
| 0.0127 | 6.25 | |
| 0.0263 | 6.14 | |
| 0.9696 | 195.13 |
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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