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V-Lab
V-Lab
iShares MSCI Brazil Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:22.90% (-0.96%)
Analysis last updated: Friday, November 21, 2025 at 11:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of iShares MSCI Brazil Capped ETF MF2-GARCH
paramt-stat
m36
α0.00000.00
β0.763558.57
γ0.164517.94
λ10.11211.26
λ20.12041.52
λ30.85618.62
Estimation Period:
Jul 14, 2000 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts