iShares MSCI Brazil Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:39.51% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0935 | 11.66 | |
| 0.0223 | 9.40 | |
| 0.9171 | 290.96 | |
| 0.0817 | 12.52 |
Estimation Period:
Jul 14, 2000 to Dec 19, 2025
Jul 14, 2000 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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