iShares MSCI Brazil Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.36% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1455 | 8.58 | |
| 0.0662 | 28.81 | |
| 0.9874 | 588.81 | |
| 9.5757 | 3.34 |
Estimation Period:
Jul 14, 2000 to Feb 20, 2026
Jul 14, 2000 to Feb 20, 2026
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