iShares MSCI Brazil Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:29.69% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2217 | 8.21 | |
| 0.0750 | 5.88 | |
| 0.9022 | 67.32 | |
| 0.0010 | 2.23 |
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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