iShares MSCI Brazil Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.35% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0928 | 11.74 | |
| 0.0228 | 9.64 | |
| 0.9176 | 292.04 | |
| 0.0799 | 12.39 |
Estimation Period:
Jul 14, 2000 to Feb 13, 2026
Jul 14, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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