iShares MSCI Mexico Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
21.18%
decreased by 0.88%
1 Week
21.83%
decreased by 0.23%
1 Month
23.62%
increased by 1.56%
Analysis last updated: Friday, May 22, 2026 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7892 | 5.46 | |
| 0.1056 | 7.02 | |
| 0.8420 | 47.21 | |
| -0.1120 | -4.53 | |
| 0.1736 | 4.98 | |
| -0.1083 | -4.90 | |
| 0.0844 | 4.19 | |
| -0.0461 | -2.33 | |
| 0.0048 | 0.27 |
Estimation Period:
Apr 1, 1996 to May 22, 2026
Apr 1, 1996 to May 22, 2026
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