iShares MSCI Brazil Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:26.96% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4782 | 6.21 | |
| 0.0766 | 6.09 | |
| 0.8968 | 65.27 | |
| 0.0088 | 2.08 | |
| -0.0134 | -1.67 |
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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