iShares MSCI Brazil Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
36.16%
decreased by 1.16%
1 Week
36.09%
decreased by 1.23%
1 Month
35.87%
decreased by 1.45%
Analysis last updated: Friday, March 27, 2026 at 10:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0930 | 11.77 | |
| 0.0224 | 9.53 | |
| 0.9178 | 293.99 | |
| 0.0801 | 12.49 |
Estimation Period:
Jul 14, 2000 to Mar 27, 2026
Jul 14, 2000 to Mar 27, 2026
News Impact Curve
Volatility Forecasts
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