iShares MSCI Brazil Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.87% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0798 | 6.64 | |
| 0.0769 | 5.92 | |
| 0.8796 | 49.57 | |
| -0.1879 | -2.00 | |
| 0.3603 | 2.39 | |
| -0.2847 | -2.85 | |
| 0.0907 | 1.15 | |
| 0.1787 | 2.30 | |
| -0.3154 | -3.80 | |
| 0.2684 | 3.60 | |
| -0.2325 | -2.98 | |
| 0.2792 | 2.43 |
Estimation Period:
Jul 14, 2000 to Feb 13, 2026
Jul 14, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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