V-Lab
V-Lab
iShares MSCI Mexico Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 23rd, 2025:21.24% (-0.13%)
Analysis last updated: Thursday, May 22, 2025 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Mexico Capped ETF GJR-GARCH
paramt-stat
ω0.070118.49
α0.02198.17
β0.8936348.91
γ0.129616.80
Estimation Period:
Apr 1, 1996 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts