iShares MSCI Mexico Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:18.00% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0124 | 3.31 | |
| 0.8534 | 221.25 | |
| 0.1557 | 29.67 | |
| 0.0117 | 6.32 | |
| 0.0255 | 6.33 | |
| 0.9707 | 208.16 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Mexico Capped ETF Analyses
Other MF2-GARCH Analyses on ETFs