iShares MSCI Mexico Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:19.58% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7807 | 5.37 | |
| 0.1057 | 6.94 | |
| 0.8419 | 46.71 | |
| -0.1166 | -4.56 | |
| 0.1807 | 5.00 | |
| -0.1124 | -4.88 | |
| 0.0866 | 4.13 | |
| -0.0467 | -2.21 | |
| 0.0052 | 0.27 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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