iShares MSCI Mexico Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:18.85% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3051 | 8.81 | |
| 0.0804 | 33.96 | |
| 0.9847 | 562.06 | |
| 8.0110 | 5.04 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
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