iShares MSCI Mexico Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:22.35% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0697 | 18.62 | |
| 0.0221 | 8.25 | |
| 0.8931 | 351.75 | |
| 0.1300 | 16.87 |
Estimation Period:
Apr 1, 1996 to Oct 17, 2025
Apr 1, 1996 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Mexico Capped ETF Analyses
Other GJR-GARCH Analyses on ETFs