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	param	t-stat
$ω$	0.0695	18.63
$α$	0.0220	8.25
$β$	0.8938	353.00
$γ$	0.1283	16.77

V-Lab

iShares MSCI Mexico Capped ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 12th, 2026:18.69% (-0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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