V-Lab
iShares MSCI Brazil Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:18.98% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2242 | 8.56 | |
| 0.0682 | 27.58 | |
| 0.9871 | 582.37 | |
| 9.8194 | 3.16 |
Estimation Period:
Jul 14, 2000 to Jun 18, 2025
Jul 14, 2000 to Jun 18, 2025
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