iShares MSCI Brazil Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:20.15% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1758 | 8.45 | |
| 0.0672 | 28.02 | |
| 0.9877 | 604.45 | |
| 9.8507 | 3.16 |
Estimation Period:
Jul 14, 2000 to Oct 31, 2025
Jul 14, 2000 to Oct 31, 2025
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