iShares MSCI Mexico Capped ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.96%
decreased by 0.90%
1 Week
24.26%
decreased by 0.60%
1 Month
25.11%
increased by 0.25%
Analysis last updated: Friday, June 12, 2026 at 11:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0114 | 3.07 | |
| 0.8524 | 219.42 | |
| 0.1571 | 30.12 | |
| 0.0128 | 6.29 | |
| 0.0262 | 6.17 | |
| 0.9697 | 196.57 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
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