iShares MSCI Mexico Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:38.32% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0122 | 3.25 | |
| 0.8512 | 216.59 | |
| 0.1568 | 29.73 | |
| 0.0135 | 6.24 | |
| 0.0274 | 6.05 | |
| 0.9683 | 184.04 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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