iShares MSCI Brazil Small-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.49% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7324 | 8.75 | |
| 0.1070 | 5.57 | |
| 0.8507 | 37.91 | |
| -0.0029 | -3.66 |
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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