iShares MSCI Mexico Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:39.47% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0126 | 3.35 | |
| 0.8516 | 216.57 | |
| 0.1558 | 29.55 | |
| 0.0126 | 6.25 | |
| 0.0261 | 6.15 | |
| 0.9698 | 196.92 |
Estimation Period:
Apr 1, 1996 to Feb 27, 2026
Apr 1, 1996 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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