V-Lab
iShares MSCI Brazil Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:21.99% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4374 | 6.20 | |
| 0.0786 | 6.01 | |
| 0.8958 | 65.33 | |
| 0.0066 | 2.02 | |
| -0.0072 | -1.79 |
Estimation Period:
Jul 14, 2000 to Jun 6, 2025
Jul 14, 2000 to Jun 6, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Brazil Capped ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs