V-Lab
iShares MSCI Mexico Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:16.18% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3799 | 8.59 | |
| 0.0816 | 33.68 | |
| 0.9847 | 545.22 | |
| 7.9328 | 5.08 |
Estimation Period:
Apr 1, 1996 to Jun 6, 2025
Apr 1, 1996 to Jun 6, 2025
Other iShares MSCI Mexico Capped ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs