V-Lab
iShares MSCI Mexico Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:19.23% (-0.97%)
Analysis last updated: Tuesday, November 5, 2024 at 11:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4045 | 8.17 | |
| 0.0806 | 33.13 | |
| 0.9854 | 547.77 | |
| 8 | 4.99 |
Estimation Period:
Apr 1, 1996 to Nov 1, 2024
Apr 1, 1996 to Nov 1, 2024
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