iShares MSCI Brazil Capped ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:33.15% (+12.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0598 | 6.42 | |
| 0.0765 | 28.42 | |
| 0.8959 | 293.36 | |
| 1.0412 | 18.66 |
Estimation Period:
Jul 14, 2000 to Dec 5, 2025
Jul 14, 2000 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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