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V-Lab

iShares MSCI Brazil Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.46% (+0.47%)
Analysis last updated: Monday, February 9, 2026 at 10:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Brazil Capped ETF SGARCH
paramt-stat
ω1.07996.64
α0.07695.92
β0.879649.59
γ1-0.1879-2.00
γ20.36032.39
γ3-0.2847-2.85
γ40.09071.15
γ50.17882.30
γ6-0.3156-3.80
γ70.26883.60
γ8-0.2336-2.99
γ90.28292.43
Estimation Period:
Jul 14, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts