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V-Lab

iShares MSCI Mexico Capped ETF MEM Volatility Analysis

Volatility prediction for Thursday, July 16th, 2026

1 Day

20.73%

decreased by 1.12%

1 Week

21.10%

decreased by 0.75%

1 Month

22.42%

increased by 0.57%

Analysis last updated: Wednesday, July 15, 2026 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Mexico Capped ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 1, 1996 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 49 trading days, meaning a shock loses half its impact after approximately 49 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0554
8.90***
α

ARCH

Response to squared shocks

0.1603
37.67***
β

GARCH

Volatility persistence

0.8257
233.38***

Persistence:

0.986

Half-life:

49 days