iShares MSCI Mexico Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
21.69%
decreased by 0.81%
1 Week
22.06%
decreased by 0.44%
1 Month
23.31%
increased by 0.81%
Analysis last updated: Friday, May 22, 2026 at 10:18 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 | |
| 0.0218 | 8.20 | |
| 0.8929 | 350.02 | |
| 0.1285 | 16.75 |
Estimation Period:
Apr 1, 1996 to May 22, 2026
Apr 1, 1996 to May 22, 2026
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