iShares MSCI Brazil Small-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:29.71% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0593 | 15.41 | |
| 0.8602 | 154.05 | |
| 0.0673 | 11.77 | |
| 0.0095 | 6.07 | |
| 0.0172 | 11.42 | |
| 0.9810 | 534.88 |
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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