iShares MSCI Brazil Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
30.12%
decreased by 0.54%
1 Week
30.30%
decreased by 0.36%
1 Month
30.92%
increased by 0.26%
Analysis last updated: Friday, April 10, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0930 | 11.76 | |
| 0.0223 | 9.49 | |
| 0.9179 | 294.49 | |
| 0.0802 | 12.53 |
Estimation Period:
Jul 14, 2000 to Apr 10, 2026
Jul 14, 2000 to Apr 10, 2026
Other iShares MSCI Brazil Capped ETF Analyses
Other GJR-GARCH Analyses on ETFs