V-Lab
iShares MSCI Mexico Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:21.68% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3873 | 8.56 | |
| 0.0813 | 33.71 | |
| 0.9848 | 547.09 | |
| 7.9372 | 5.07 |
Estimation Period:
Apr 1, 1996 to May 30, 2025
Apr 1, 1996 to May 30, 2025
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