Mexico Equity & Income Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.39% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1747 | 6.55 | |
| 0.1397 | 8.62 | |
| 0.7689 | 36.85 | |
| -0.1827 | -4.47 | |
| 0.3712 | 5.39 | |
| -0.3314 | -4.11 | |
| 0.1772 | 2.09 | |
| -0.0072 | -0.12 | |
| -0.0196 | -0.48 | |
| -0.0313 | -0.75 | |
| 0.0318 | 0.83 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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