iShares MSCI Brazil Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.25% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0929 | 11.74 | |
| 0.0228 | 9.65 | |
| 0.9176 | 291.66 | |
| 0.0798 | 12.37 |
Estimation Period:
Jul 14, 2000 to Feb 6, 2026
Jul 14, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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