iShares MSCI Mexico Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.29% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7749 | 5.37 | |
| 0.1061 | 6.97 | |
| 0.8412 | 46.63 | |
| -0.1176 | -4.64 | |
| 0.1824 | 5.10 | |
| -0.1138 | -4.98 | |
| 0.0882 | 4.14 | |
| -0.0485 | -2.06 | |
| 0.0084 | 0.27 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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