V-Lab
V-Lab
iShares MSCI Brazil Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:20.66% (+0.40%)

Analysis last updated: Thursday, November 21, 2024 at 10:47 PM UTC

Date Range:

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to

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1Y ·

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graph of iShares MSCI Brazil Capped ETF MF2-GARCH
paramt-stat
m31
α0.00000.00
β0.760260.03
γ0.170218.64
λ10.07751.58
λ20.08512.10
λ30.899117.71
Estimation Period:
Jul 14, 2000 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts