iShares MSCI Brazil Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.52% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0927 | 11.74 | |
| 0.0227 | 9.63 | |
| 0.9176 | 292.24 | |
| 0.0799 | 12.40 |
Estimation Period:
Jul 14, 2000 to Feb 20, 2026
Jul 14, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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