iShares MSCI Mexico Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:18.14% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7789 | 5.34 | |
| 0.1059 | 6.93 | |
| 0.8420 | 46.72 | |
| -0.1178 | -4.55 | |
| 0.1825 | 4.99 | |
| -0.1132 | -4.85 | |
| 0.0868 | 4.08 | |
| -0.0463 | -2.13 | |
| 0.0047 | 0.24 |
Estimation Period:
Apr 1, 1996 to Dec 5, 2025
Apr 1, 1996 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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