iShares MSCI Mexico Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:20.21% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7765 | 5.31 | |
| 0.1061 | 6.93 | |
| 0.8419 | 46.66 | |
| -0.1189 | -4.55 | |
| 0.1840 | 4.98 | |
| -0.1138 | -4.82 | |
| 0.0863 | 4.02 | |
| -0.0446 | -2.02 | |
| 0.0029 | 0.14 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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