iShares MSCI Brazil Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:22.05% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4902 | 6.16 | |
| 0.0768 | 6.06 | |
| 0.8972 | 65.38 | |
| 0.0094 | 2.14 | |
| -0.0147 | -1.81 |
Estimation Period:
Jul 14, 2000 to Nov 7, 2025
Jul 14, 2000 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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