V-Lab
iShares MSCI Mexico Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:28.63% (-0.57%)
Analysis last updated: Monday, December 23, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4070 | 8.25 | |
| 0.0805 | 33.05 | |
| 0.9854 | 550.79 | |
| 8 | 4.97 |
Estimation Period:
Apr 1, 1996 to Dec 20, 2024
Apr 1, 1996 to Dec 20, 2024
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