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V-Lab
V-Lab
iShares MSCI Brazil Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:27.52% (-2.10%)
Analysis last updated: Monday, October 13, 2025 at 09:41 PM UTC
Date Range:

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1Y ·

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graph of iShares MSCI Brazil Capped ETF MF2-GARCH
paramt-stat
m36
α0.00000.00
β0.764558.94
γ0.164817.97
λ10.11141.28
λ20.11691.53
λ30.85988.97
Estimation Period:
Jul 14, 2000 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts