V-Lab
iShares MSCI Brazil Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:25.88% (+2.41%)
Analysis last updated: Thursday, January 30, 2025 at 10:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2425 | 7.93 | |
| 0.0771 | 5.85 | |
| 0.9007 | 66.20 | |
| 0.0011 | 2.26 |
Estimation Period:
Jul 14, 2000 to Jan 24, 2025
Jul 14, 2000 to Jan 24, 2025
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