iShares MSCI Mexico Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:19.00% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3191 | 8.74 | |
| 0.0807 | 33.81 | |
| 0.9847 | 559.83 | |
| 7.9963 | 5.05 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
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