iShares MSCI Mexico Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:22.23% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0696 | 18.61 | |
| 0.0221 | 8.24 | |
| 0.8932 | 351.91 | |
| 0.1299 | 16.86 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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