iShares MSCI Mexico Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:16.53% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0119 | 3.18 | |
| 0.8536 | 222.24 | |
| 0.1567 | 29.88 | |
| 0.0118 | 6.33 | |
| 0.0259 | 6.34 | |
| 0.9703 | 205.48 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Mexico Capped ETF Analyses
Other MF2-GARCH Analyses on ETFs