iShares MSCI Brazil Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:21.32% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0885 | 11.51 | |
| 0.0216 | 9.23 | |
| 0.9182 | 297.83 | |
| 0.0829 | 12.86 |
Estimation Period:
Jul 14, 2000 to Oct 31, 2025
Jul 14, 2000 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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