iShares MSCI Mexico Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
23.31%
increased by 2.21%
1 Week
23.59%
increased by 2.49%
1 Month
24.55%
increased by 3.45%
Analysis last updated: Tuesday, July 7, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0722 | 18.41 | |
| 0.0214 | 8.09 | |
| 0.8931 | 351.07 | |
| 0.1288 | 16.87 |
Estimation Period:
Apr 1, 1996 to Jul 2, 2026
Apr 1, 1996 to Jul 2, 2026
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