iShares MSCI Mexico Capped ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.86% (+4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0714 | 22.41 | |
| 0.1011 | 28.16 | |
| 0.8793 | 265.74 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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