iShares MSCI Brazil Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.03% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7594 | 56.98 | |
| 0.1588 | 17.03 | |
| 0.1694 | 1.14 | |
| 0.1626 | 1.31 | |
| 0.8020 | 5.12 |
Estimation Period:
Jul 14, 2000 to Feb 6, 2026
Jul 14, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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