iShares MSCI Mexico Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.21% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7823 | 5.42 | |
| 0.1062 | 6.97 | |
| 0.8408 | 46.51 | |
| -0.1154 | -4.57 | |
| 0.1787 | 5.02 | |
| -0.1111 | -4.90 | |
| 0.0857 | 4.16 | |
| -0.0460 | -2.24 | |
| 0.0045 | 0.24 |
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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