iShares MSCI Brazil Capped ETF GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
27.72%
decreased by 0.64%
1 Week
28.02%
decreased by 0.34%
1 Month
29.09%
increased by 0.73%
Analysis last updated: Friday, May 8, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0828 | 18.03 | |
| 0.0698 | 20.12 | |
| 0.9142 | 229.12 |
Estimation Period:
Jul 14, 2000 to May 8, 2026
Jul 14, 2000 to May 8, 2026
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