iShares MSCI Mexico Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:20.97% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0122 | 3.24 | |
| 0.8537 | 222.73 | |
| 0.1566 | 29.85 | |
| 0.0117 | 6.36 | |
| 0.0257 | 6.38 | |
| 0.9705 | 208.44 |
Estimation Period:
Apr 1, 1996 to Nov 21, 2025
Apr 1, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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