iShares MSCI Mexico Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:22.58% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7750 | 5.30 | |
| 0.1062 | 6.94 | |
| 0.8418 | 46.64 | |
| -0.1198 | -4.55 | |
| 0.1852 | 4.98 | |
| -0.1142 | -4.79 | |
| 0.0860 | 3.97 | |
| -0.0435 | -1.95 | |
| 0.0018 | 0.09 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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