iShares MSCI Brazil Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:25.58% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1608 | 8.32 | |
| 0.0666 | 28.14 | |
| 0.9876 | 588.19 | |
| 9.6479 | 3.23 |
Estimation Period:
Jul 14, 2000 to Dec 12, 2025
Jul 14, 2000 to Dec 12, 2025
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