V-Lab
iShares MSCI Mexico Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:20.86% (+0.52%)
Analysis last updated: Monday, April 15, 2024 at 09:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4401 | 8.65 | |
| 0.0808 | 35.14 | |
| 0.9861 | 610.95 | |
| 8 | 5.15 |
Estimation Period:
Apr 1, 1996 to Apr 12, 2024
Apr 1, 1996 to Apr 12, 2024
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