Ishares Larg CP MX B MAR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.24% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.6276 | 527.83 | |
| 0.0000 | 0.38 | |
| -0.5000 | -348.92 | |
| 0.0000 | 0.33 | |
| 0.6815 | 66.09 | |
| 0.0000 | 0.13 |
Estimation Period:
Apr 1, 2025 to Feb 6, 2026
Apr 1, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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