iShares MSCI Mexico Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:20.87% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3359 | 8.73 | |
| 0.0810 | 33.85 | |
| 0.9848 | 560.17 | |
| 8.0104 | 5.04 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
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