V-Lab
iShares MSCI Mexico Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:19.96% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3727 | 8.62 | |
| 0.0816 | 33.62 | |
| 0.9846 | 544.58 | |
| 7.9381 | 5.07 |
Estimation Period:
Apr 1, 1996 to Jun 27, 2025
Apr 1, 1996 to Jun 27, 2025
Other iShares MSCI Mexico Capped ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs