iShares MSCI Brazil Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:22.00% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0884 | 11.63 | |
| 0.0213 | 9.11 | |
| 0.9185 | 300.06 | |
| 0.0831 | 13.00 |
Estimation Period:
Jul 14, 2000 to Nov 28, 2025
Jul 14, 2000 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Brazil Capped ETF Analyses
Other GJR-GARCH Analyses on ETFs