iShares MSCI Brazil Capped ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.75% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0821 | 17.95 | |
| 0.0699 | 19.99 | |
| 0.9143 | 228.18 |
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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