iShares MSCI Mexico Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:18.99% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0694 | 18.58 | |
| 0.0221 | 8.24 | |
| 0.8933 | 352.39 | |
| 0.1297 | 16.87 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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