iShares MSCI Brazil Small-Cap ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.48% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1220 | 16.96 | |
| 0.0995 | 21.05 | |
| 0.8751 | 179.54 |
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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