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	param	t-stat
$ω$	0.0935	11.71
$α$	0.0228	9.58
$β$	0.9170	289.45
$γ$	0.0808	12.44

V-Lab

iShares MSCI Brazil Capped ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 12th, 2026:28.93% (-0.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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