V-Lab
iShares MSCI Brazil Capped ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:26.59% (-1.01%)
Analysis last updated: Tuesday, April 23, 2024 at 10:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 6.13 | |
| 0.1274 | 24.41 | |
| 0.9814 | 561.76 | |
| -0.0707 | -15.92 |
Estimation Period:
Jul 14, 2000 to Apr 19, 2024
Jul 14, 2000 to Apr 19, 2024
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