V-Lab
V-Lab
iShares MSCI Mexico Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, September 19th, 2025:16.82% (+0.78%)
Analysis last updated: Thursday, September 18, 2025 at 09:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Mexico Capped ETF MF2-GARCH
paramt-stat
m56
α0.01233.27
β0.8533222.86
γ0.157429.88
λ10.01156.36
λ20.02536.40
λ30.9710212.29
Estimation Period:
Apr 1, 1996 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts