iShares MSCI Mexico Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.93% (+4.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7828 | 5.39 | |
| 0.1065 | 6.99 | |
| 0.8410 | 46.63 | |
| -0.1156 | -4.55 | |
| 0.1791 | 4.99 | |
| -0.1112 | -4.87 | |
| 0.0855 | 4.12 | |
| -0.0454 | -2.19 | |
| 0.0038 | 0.20 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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