iShares MSCI Mexico Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.75% (+4.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3337 | 8.82 | |
| 0.0810 | 33.81 | |
| 0.9845 | 551.83 | |
| 7.9645 | 5.07 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
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