iShares MSCI Brazil Capped ETF Asy. Power MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, April 21st, 2026
1 Day
24.94%
decreased by 0.91%
1 Week
25.52%
decreased by 0.33%
1 Month
27.67%
increased by 1.82%
Analysis last updated: Monday, April 20, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0872 | 9.10 | |
| 0.1026 | 19.12 | |
| 0.8731 | 242.85 | |
| 0.1402 | 13.97 | |
| 2.4346 | 18.51 |
Estimation Period:
Jul 14, 2000 to Apr 17, 2026
Jul 14, 2000 to Apr 17, 2026
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