iShares MSCI Brazil Small-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.97% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0925 | 9.84 | |
| 0.0935 | 18.36 | |
| 0.8794 | 166.87 | |
| 0.6201 | 12.13 |
Estimation Period:
Sep 29, 2010 to Feb 6, 2026
Sep 29, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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