iShares MSCI Mexico Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:32.43% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7851 | 5.41 | |
| 0.1061 | 7.02 | |
| 0.8416 | 46.97 | |
| -0.1144 | -4.54 | |
| 0.1772 | 4.98 | |
| -0.1101 | -4.87 | |
| 0.0849 | 4.13 | |
| -0.0449 | -2.20 | |
| 0.0033 | 0.18 |
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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