V-Lab
V-Lab
iShares MSCI Mexico Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:20.25% (-0.50%)
Analysis last updated: Tuesday, July 29, 2025 at 09:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of iShares MSCI Mexico Capped ETF MF2-GARCH
paramt-stat
m56
α0.01263.32
β0.8531223.57
γ0.157829.92
λ10.01106.40
λ20.02436.54
λ30.9722225.83
Estimation Period:
Apr 1, 1996 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts