iShares MSCI Brazil Small-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.13% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4086 | 6.23 | |
| 0.0735 | 22.36 | |
| 0.9844 | 338.50 | |
| 8.1088 | 3.22 |
Estimation Period:
Sep 29, 2010 to Feb 13, 2026
Sep 29, 2010 to Feb 13, 2026
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