V-Lab
iShares MSCI Brazil Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:42.74% (-1.77%)
Analysis last updated: Monday, December 23, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.7612 | 61.11 | |
| 0.1711 | 18.77 | |
| 0.0832 | 1.60 | |
| 0.0858 | 2.07 | |
| 0.8974 | 17.19 |
Estimation Period:
Jul 14, 2000 to Dec 20, 2024
Jul 14, 2000 to Dec 20, 2024
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