iShares MSCI Brazil Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:27.37% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7621 | 56.75 | |
| 0.1598 | 17.16 | |
| 0.1490 | 1.16 | |
| 0.1435 | 1.35 | |
| 0.8252 | 6.12 |
Estimation Period:
Jul 14, 2000 to Jan 9, 2026
Jul 14, 2000 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Brazil Capped ETF Analyses
Other MF2-GARCH Analyses on ETFs