iShares MSCI Brazil Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:22.65% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1685 | 8.50 | |
| 0.0671 | 27.99 | |
| 0.9876 | 602.18 | |
| 9.8491 | 3.15 |
Estimation Period:
Jul 14, 2000 to Nov 7, 2025
Jul 14, 2000 to Nov 7, 2025
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