iShares MSCI Mexico Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.12% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0721 | 18.41 | |
| 0.0229 | 8.50 | |
| 0.8924 | 346.29 | |
| 0.1279 | 16.45 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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