iShares MSCI Mexico Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:18.82% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3093 | 8.80 | |
| 0.0805 | 33.92 | |
| 0.9847 | 560.12 | |
| 8.0020 | 5.04 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
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