iShares MSCI Brazil Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:22.21% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1644 | 8.48 | |
| 0.0669 | 28.06 | |
| 0.9877 | 606.69 | |
| 9.8627 | 3.15 |
Estimation Period:
Jul 14, 2000 to Nov 21, 2025
Jul 14, 2000 to Nov 21, 2025
Other iShares MSCI Brazil Capped ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs