iShares MSCI Brazil Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:33.86% (-2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7621 | 56.85 | |
| 0.1609 | 17.17 | |
| 0.1397 | 1.17 | |
| 0.1347 | 1.38 | |
| 0.8359 | 6.73 |
Estimation Period:
Jul 14, 2000 to Dec 12, 2025
Jul 14, 2000 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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