V-Lab
iShares MSCI Brazil Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:21.27% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2289 | 8.02 | |
| 0.0764 | 5.85 | |
| 0.9009 | 66.04 | |
| 0.0010 | 2.21 |
Estimation Period:
Jul 14, 2000 to Jun 27, 2025
Jul 14, 2000 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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