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

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

Volatility Prediction for Monday, November 3rd, 2025:19.03% (-0.43%)

Analysis last updated: Friday, October 31, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0874	6.70
$α$	0.0776	5.86
$β$	0.8786	48.63
$γ_{1}$	-0.1806	-1.84
$γ_{2}$	0.3446	2.20
$γ_{3}$	-0.2632	-2.55
$γ_{4}$	0.0614	0.76
$γ_{5}$	0.2066	2.65
$γ_{6}$	-0.3267	-4.10
$γ_{7}$	0.2572	3.57
$γ_{8}$	-0.1940	-2.55
$γ_{9}$	0.1478	2.52

Estimation Period:
Jul 14, 2000 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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