iShares MSCI Mexico Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.17% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0718 | 18.35 | |
| 0.0225 | 8.39 | |
| 0.8928 | 348.36 | |
| 0.1278 | 16.50 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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