iShares MSCI Brazil Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:34.14% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1619 | 8.55 | |
| 0.0660 | 28.84 | |
| 0.9875 | 589.89 | |
| 9.5621 | 3.34 |
Estimation Period:
Jul 14, 2000 to Mar 13, 2026
Jul 14, 2000 to Mar 13, 2026
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