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V-Lab
V-Lab
iShares MSCI Mexico Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:18.75% (-0.55%)
Analysis last updated: Friday, October 31, 2025 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Mexico Capped ETF MF2-GARCH
paramt-stat
m56
α0.01223.23
β0.8532221.74
γ0.157129.86
λ10.01196.35
λ20.02616.35
λ30.9700204.09
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts