V-Lab
V-Lab
iShares MSCI Mexico Capped ETF Asy. MEM Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:19.66% (-0.85%)

Analysis last updated: Thursday, April 18, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Mexico Capped ETF AMEM
paramt-stat
ω0.045822.82
α0.076826.61
β0.8583336.85
γ0.102017.03
Estimation Period:
Apr 1, 1996 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts