V-Lab
V-Lab

iShares MSCI Brazil Capped ETF Asy. Power MEM Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:25.70% (+0.34%)

Analysis last updated: Tuesday, April 23, 2024 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Brazil Capped ETF APMEM
paramt-stat
ω0.07869.94
α0.115825.90
β0.8655259.12
γ0.146715.67
δ2.218621.05
Estimation Period:
Jul 14, 2000 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts