iShares MSCI Mexico Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:21.24% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3308 | 8.78 | |
| 0.0808 | 33.89 | |
| 0.9848 | 563.37 | |
| 8.0289 | 5.03 |
Estimation Period:
Apr 1, 1996 to Nov 21, 2025
Apr 1, 1996 to Nov 21, 2025
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