iShares MSCI Mexico Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.07% (+4.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7750 | 5.35 | |
| 0.1064 | 6.98 | |
| 0.8411 | 46.68 | |
| -0.1179 | -4.64 | |
| 0.1828 | 5.09 | |
| -0.1141 | -4.97 | |
| 0.0884 | 4.14 | |
| -0.0488 | -2.07 | |
| 0.0097 | 0.31 |
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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