iShares MSCI Brazil Small-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.89% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0408 | 8.47 | |
| 0.1666 | 18.21 | |
| 0.9724 | 443.63 | |
| -0.0565 | -11.22 |
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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