iShares MSCI Brazil Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:23.09% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0894 | 11.53 | |
| 0.0215 | 9.18 | |
| 0.9181 | 297.12 | |
| 0.0831 | 12.84 |
Estimation Period:
Jul 14, 2000 to Oct 24, 2025
Jul 14, 2000 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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