iShares MSCI Brazil Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:40.18% (+7.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7604 | 57.35 | |
| 0.1575 | 16.95 | |
| 0.1723 | 1.14 | |
| 0.1654 | 1.31 | |
| 0.7985 | 4.99 |
Estimation Period:
Jul 14, 2000 to Mar 20, 2026
Jul 14, 2000 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Brazil Capped ETF Analyses
Other MF2-GARCH Analyses on ETFs