iShares MSCI Mexico Capped ETF Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
22.55%
decreased by 0.87%
1 Week
23.14%
decreased by 0.28%
1 Month
24.76%
increased by 1.34%
Analysis last updated: Wednesday, June 10, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7822 | 5.43 | |
| 0.1056 | 7.01 | |
| 0.8419 | 47.11 | |
| -0.1137 | -4.61 | |
| 0.1764 | 5.08 | |
| -0.1106 | -5.00 | |
| 0.0872 | 4.14 | |
| -0.0498 | -2.03 | |
| 0.0119 | 0.32 |
Estimation Period:
Apr 1, 1996 to Jun 5, 2026
Apr 1, 1996 to Jun 5, 2026
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