iShares MSCI Mexico Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
23.02%
increased by 1.17%
1 Week
23.47%
increased by 1.62%
1 Month
24.69%
increased by 2.84%
Analysis last updated: Tuesday, July 7, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7922 | 5.49 | |
| 0.1053 | 7.02 | |
| 0.8424 | 47.35 | |
| -0.1105 | -4.52 | |
| 0.1713 | 4.97 | |
| -0.1069 | -4.91 | |
| 0.0838 | 4.22 | |
| -0.0463 | -2.39 | |
| 0.0051 | 0.30 |
Estimation Period:
Apr 1, 1996 to Jul 2, 2026
Apr 1, 1996 to Jul 2, 2026
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