iShares MSCI Mexico Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:22.18% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3436 | 8.64 | |
| 0.0810 | 33.78 | |
| 0.9848 | 554.19 | |
| 7.9758 | 5.04 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
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