V-Lab
iShares MSCI Brazil Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:24.21% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2011 | 8.70 | |
| 0.0678 | 27.54 | |
| 0.9870 | 584.71 | |
| 9.8692 | 3.12 |
Estimation Period:
Jul 14, 2000 to Jul 25, 2025
Jul 14, 2000 to Jul 25, 2025
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