Ishares Larg CP MX B MAR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.25% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 3.05 | |
| 0.0231 | 1.82 | |
| 0.5034 | 8.93 | |
| 0.4108 | 2.38 |
Estimation Period:
Apr 1, 2025 to Feb 13, 2026
Apr 1, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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