V-Lab
V-Lab
iShares MSCI Mexico Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:29.45% (+0.61%)
Analysis last updated: Thursday, May 8, 2025 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Mexico Capped ETF GJR-GARCH
paramt-stat
ω0.069318.39
α0.02188.17
β0.8944351.14
γ0.128816.79
Estimation Period:
Apr 1, 1996 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts