iShares MSCI Brazil Capped ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:24.88% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 6.63 | |
| 0.1233 | 24.96 | |
| 0.9826 | 639.31 | |
| -0.0645 | -15.72 |
Estimation Period:
Jul 14, 2000 to Jan 23, 2026
Jul 14, 2000 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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