iShares MSCI Mexico Capped ETF GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:22.46% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0699 | 22.22 | |
| 0.1009 | 28.04 | |
| 0.8801 | 266.69 |
Estimation Period:
Apr 1, 1996 to Nov 7, 2025
Apr 1, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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