iShares MSCI Brazil Small-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.73% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1181 | 13.70 | |
| 0.0613 | 14.93 | |
| 0.8816 | 172.90 | |
| 0.0617 | 6.19 |
Estimation Period:
Sep 29, 2010 to Feb 13, 2026
Sep 29, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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