iShares MSCI Mexico Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:19.58% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7817 | 5.38 | |
| 0.1057 | 6.93 | |
| 0.8420 | 46.72 | |
| -0.1163 | -4.56 | |
| 0.1803 | 5.00 | |
| -0.1124 | -4.90 | |
| 0.0870 | 4.17 | |
| -0.0475 | -2.26 | |
| 0.0060 | 0.31 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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