iShares MSCI Mexico Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:22.01% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0122 | 3.24 | |
| 0.8536 | 222.80 | |
| 0.1571 | 29.87 | |
| 0.0117 | 6.35 | |
| 0.0256 | 6.37 | |
| 0.9706 | 208.32 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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