iShares MSCI Mexico Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:31.28% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3396 | 8.81 | |
| 0.0805 | 34.19 | |
| 0.9846 | 554.06 | |
| 7.9234 | 5.12 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
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