iShares MSCI Mexico Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:21.26% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7777 | 5.33 | |
| 0.1058 | 6.92 | |
| 0.8422 | 46.71 | |
| -0.1183 | -4.55 | |
| 0.1832 | 4.98 | |
| -0.1134 | -4.83 | |
| 0.0864 | 4.05 | |
| -0.0451 | -2.07 | |
| 0.0034 | 0.17 |
Estimation Period:
Apr 1, 1996 to Nov 21, 2025
Apr 1, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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