V-Lab
iShares MSCI Mexico Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:20.30% (+0.32%)
Analysis last updated: Tuesday, April 23, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7585 | 4.68 | |
| 0.1062 | 7.23 | |
| 0.8489 | 48.99 | |
| -0.1385 | -4.26 | |
| 0.2106 | 4.56 | |
| -0.1212 | -4.06 | |
| 0.0811 | 3.11 | |
| -0.0329 | -1.30 | |
| -0.0111 | -0.30 |
Estimation Period:
Apr 1, 1996 to Apr 19, 2024
Apr 1, 1996 to Apr 19, 2024
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