iShares MSCI Mexico Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
21.20%
decreased by 1.15%
1 Week
21.48%
decreased by 0.87%
1 Month
22.45%
increased by 0.10%
Analysis last updated: Friday, May 22, 2026 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3058 | 8.97 | |
| 0.0804 | 34.09 | |
| 0.9843 | 555.48 | |
| 7.9412 | 5.10 |
Estimation Period:
Apr 1, 1996 to May 22, 2026
Apr 1, 1996 to May 22, 2026
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