iShares MSCI Brazil Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
33.16%
decreased by 1.08%
1 Week
33.21%
decreased by 1.03%
1 Month
33.39%
decreased by 0.85%
Analysis last updated: Thursday, April 2, 2026 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0930 | 11.77 | |
| 0.0223 | 9.50 | |
| 0.9179 | 294.29 | |
| 0.0802 | 12.52 |
Estimation Period:
Jul 14, 2000 to Apr 2, 2026
Jul 14, 2000 to Apr 2, 2026
Other iShares MSCI Brazil Capped ETF Analyses
Other GJR-GARCH Analyses on ETFs