iShares MSCI Brazil Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.87%
decreased by 0.79%
1 Week
28.10%
decreased by 0.56%
1 Month
28.92%
increased by 0.26%
Analysis last updated: Friday, June 12, 2026 at 11:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1087 | 8.69 | |
| 0.0657 | 28.70 | |
| 0.9873 | 589.42 | |
| 9.5628 | 3.33 |
Estimation Period:
Jul 14, 2000 to Jun 12, 2026
Jul 14, 2000 to Jun 12, 2026
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