iShares MSCI Brazil Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:24.53% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.1496 | 8.44 | |
| 0.0663 | 28.88 | |
| 0.9876 | 588.89 | |
| 9.5229 | 3.36 |
Estimation Period:
Jul 14, 2000 to Jan 9, 2026
Jul 14, 2000 to Jan 9, 2026
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