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V-Lab
V-Lab
iShares MSCI Brazil Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:18.69% (-0.19%)
Analysis last updated: Friday, October 31, 2025 at 10:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of iShares MSCI Brazil Capped ETF MF2-GARCH
paramt-stat
m36
α0.00000.00
β0.763058.44
γ0.164717.92
λ10.11321.25
λ20.12301.51
λ30.85338.37
Estimation Period:
Jul 14, 2000 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts