V-Lab
V-Lab
iShares MSCI Mexico Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:55.62% (+33.35%)
Analysis last updated: Friday, April 4, 2025 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Mexico Capped ETF GJR-GARCH
paramt-stat
ω0.068518.27
α0.02218.27
β0.8947350.73
γ0.128216.64
Estimation Period:
Apr 1, 1996 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts