iShares MSCI Mexico Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:25.68% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0693 | 18.56 | |
| 0.0218 | 8.17 | |
| 0.8937 | 353.39 | |
| 0.1293 | 16.89 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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