iShares MSCI Brazil Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:21.72% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0888 | 11.56 | |
| 0.0215 | 9.17 | |
| 0.9182 | 298.03 | |
| 0.0831 | 12.91 |
Estimation Period:
Jul 14, 2000 to Nov 7, 2025
Jul 14, 2000 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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