iShares MSCI Brazil Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.08% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1569 | 8.54 | |
| 0.0663 | 28.79 | |
| 0.9874 | 586.71 | |
| 9.5503 | 3.35 |
Estimation Period:
Jul 14, 2000 to Feb 6, 2026
Jul 14, 2000 to Feb 6, 2026
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