iShares MSCI Brazil Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:27.29% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7604 | 56.60 | |
| 0.1596 | 17.08 | |
| 0.1580 | 1.15 | |
| 0.1519 | 1.33 | |
| 0.8149 | 5.63 |
Estimation Period:
Jul 14, 2000 to Jan 23, 2026
Jul 14, 2000 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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