iShares MSCI Mexico Capped ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
22.54%
decreased by 0.87%
1 Week
23.03%
decreased by 0.38%
1 Month
24.34%
increased by 0.93%
Analysis last updated: Friday, May 22, 2026 at 10:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0116 | 3.12 | |
| 0.8524 | 219.13 | |
| 0.1568 | 30.04 | |
| 0.0128 | 6.29 | |
| 0.0261 | 6.17 | |
| 0.9698 | 197.11 |
Estimation Period:
Apr 1, 1996 to May 22, 2026
Apr 1, 1996 to May 22, 2026
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