iShares MSCI Mexico Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:22.03% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7792 | 5.35 | |
| 0.1057 | 6.93 | |
| 0.8422 | 46.72 | |
| -0.1175 | -4.55 | |
| 0.1819 | 4.99 | |
| -0.1129 | -4.85 | |
| 0.0865 | 4.09 | |
| -0.0458 | -2.14 | |
| 0.0042 | 0.22 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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