V-Lab
iShares MSCI Brazil Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:25.25% (-1.45%)
Analysis last updated: Tuesday, November 5, 2024 at 11:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0001 | 0.02 | |
| 0.7624 | 57.88 | |
| 0.1682 | 17.85 | |
| 0.1083 | 1.28 | |
| 0.1167 | 1.55 | |
| 0.8613 | 9.17 |
Estimation Period:
Jul 14, 2000 to Nov 1, 2024
Jul 14, 2000 to Nov 1, 2024
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