iShares MSCI Brazil Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:27.41% (+4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0909 | 11.59 | |
| 0.0215 | 9.13 | |
| 0.9175 | 295.02 | |
| 0.0838 | 12.86 |
Estimation Period:
Jul 14, 2000 to Oct 10, 2025
Jul 14, 2000 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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