V-Lab
iShares MSCI Brazil Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:24.77% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4371 | 6.22 | |
| 0.0783 | 6.00 | |
| 0.8961 | 65.40 | |
| 0.0067 | 2.05 | |
| -0.0074 | -1.82 |
Estimation Period:
Jul 14, 2000 to May 30, 2025
Jul 14, 2000 to May 30, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Brazil Capped ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs