iShares MSCI Brazil Capped ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.26% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0614 | 6.75 | |
| 0.0755 | 28.61 | |
| 0.8970 | 298.52 | |
| 1.0258 | 18.50 |
Estimation Period:
Jul 14, 2000 to Feb 20, 2026
Jul 14, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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