V-Lab: iShares MSCI Brazil Capped ETF Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

iShares MSCI Brazil Capped ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:20.81% (-0.61%)

Analysis last updated: Friday, November 21, 2025 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0661	6.46
$α$	0.0777	5.86
$β$	0.8783	48.51
$γ_{1}$	-0.1880	-1.92
$γ_{2}$	0.3542	2.27
$γ_{3}$	-0.2677	-2.61
$γ_{4}$	0.0663	0.82
$γ_{5}$	0.2012	2.58
$γ_{6}$	-0.3225	-4.01
$γ_{7}$	0.2545	3.52
$γ_{8}$	-0.1915	-2.56
$γ_{9}$	0.1453	2.52

Estimation Period:
Jul 14, 2000 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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