iShares MSCI Mexico Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:22.27% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7700 | 5.29 | |
| 0.1059 | 6.93 | |
| 0.8421 | 46.71 | |
| -0.1206 | -4.63 | |
| 0.1869 | 5.08 | |
| -0.1160 | -4.93 | |
| 0.0885 | 4.12 | |
| -0.0469 | -2.12 | |
| 0.0059 | 0.23 |
Estimation Period:
Apr 1, 1996 to Nov 14, 2025
Apr 1, 1996 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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