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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 1, 1996 to Jul 10, 2026Model 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
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| Parameter | Value | t-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
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