iShares MSCI Mexico Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:19.33% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0692 | 18.57 | |
| 0.0220 | 8.24 | |
| 0.8936 | 353.05 | |
| 0.1293 | 16.88 |
Estimation Period:
Apr 1, 1996 to Nov 28, 2025
Apr 1, 1996 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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