V-Lab
V-Lab
iShares MSCI Brazil Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:21.96% (-0.41%)
Analysis last updated: Friday, June 27, 2025 at 10:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Brazil Capped ETF GJR-GARCH
paramt-stat
ω0.094311.52
α0.02189.16
β0.9162288.84
γ0.084712.66
Estimation Period:
Jul 14, 2000 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts