V-Lab
V-Lab
iShares MSCI Brazil Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:25.11% (+1.25%)
Analysis last updated: Saturday, May 31, 2025 at 03:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Brazil Capped ETF GJR-GARCH
paramt-stat
ω0.095411.58
α0.02148.99
β0.9165289.12
γ0.084412.67
Estimation Period:
Jul 14, 2000 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts