iShares MSCI Brazil Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:24.23% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1737 | 8.62 | |
| 0.0675 | 27.74 | |
| 0.9872 | 592.94 | |
| 9.8627 | 3.14 |
Estimation Period:
Jul 14, 2000 to Oct 10, 2025
Jul 14, 2000 to Oct 10, 2025
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