iShares MSCI Brazil Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:32.63% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4341 | 6.31 | |
| 0.0769 | 6.06 | |
| 0.8979 | 67.45 | |
| 0.0061 | 2.04 | |
| -0.0066 | -1.80 |
Estimation Period:
Jul 14, 2000 to Mar 6, 2026
Jul 14, 2000 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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