iShares MSCI Mexico Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:15.79% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0123 | 3.27 | |
| 0.8535 | 221.68 | |
| 0.1559 | 29.77 | |
| 0.0117 | 6.32 | |
| 0.0255 | 6.34 | |
| 0.9707 | 208.34 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Mexico Capped ETF Analyses
Other MF2-GARCH Analyses on ETFs