iShares MSCI Brazil Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:29.44% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1555 | 8.50 | |
| 0.0663 | 28.77 | |
| 0.9875 | 585.68 | |
| 9.5235 | 3.36 |
Estimation Period:
Jul 14, 2000 to Jan 23, 2026
Jul 14, 2000 to Jan 23, 2026
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