V-Lab
V-Lab
iShares MSCI Brazil Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:54.01% (+29.86%)
Analysis last updated: Friday, April 4, 2025 at 10:29 PM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of iShares MSCI Brazil Capped ETF MF2-GARCH
paramt-stat
m31
α0.00000.00
β0.761560.19
γ0.168318.49
λ10.08221.60
λ20.08362.07
λ30.899717.61
Estimation Period:
Jul 14, 2000 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts