iShares MSCI Mexico Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.96% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0131 | 3.46 | |
| 0.8513 | 216.46 | |
| 0.1559 | 29.44 | |
| 0.0128 | 6.29 | |
| 0.0264 | 6.14 | |
| 0.9695 | 194.28 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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