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

Skip to main content

V-Lab

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

Volatility Prediction for Monday, December 15th, 2025:28.81% (-1.32%)

Analysis last updated: Saturday, December 13, 2025 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0662	6.45
$α$	0.0780	5.90
$β$	0.8778	48.52
$γ_{1}$	-0.1870	-1.93
$γ_{2}$	0.3536	2.28
$γ_{3}$	-0.2704	-2.65
$γ_{4}$	0.0733	0.92
$γ_{5}$	0.1916	2.46
$γ_{6}$	-0.3142	-3.86
$γ_{7}$	0.2470	3.39
$γ_{8}$	-0.1789	-2.42
$γ_{9}$	0.1315	2.26

Estimation Period:
Jul 14, 2000 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other iShares MSCI Brazil Capped ETF Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH