V-Lab
iShares MSCI Mexico Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:19.44% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3676 | 8.51 | |
| 0.0815 | 33.71 | |
| 0.9848 | 544.08 | |
| 7.9078 | 5.11 |
Estimation Period:
Apr 1, 1996 to Jul 25, 2025
Apr 1, 1996 to Jul 25, 2025
Other iShares MSCI Mexico Capped ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs