V-Lab
iShares MSCI Brazil Capped ETF GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:24.12% (-0.53%)
Analysis last updated: Thursday, April 25, 2024 at 10:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0898 | 17.24 | |
| 0.0737 | 19.13 | |
| 0.9102 | 208.52 |
Estimation Period:
Jul 14, 2000 to Apr 19, 2024
Jul 14, 2000 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
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