iShares MSCI Mexico Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:15.80% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0694 | 18.64 | |
| 0.0219 | 8.22 | |
| 0.8938 | 353.58 | |
| 0.1286 | 16.82 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Mexico Capped ETF Analyses
Other GJR-GARCH Analyses on ETFs