V-Lab
iShares MSCI Brazil Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:20.18% (-0.11%)
Analysis last updated: Thursday, November 21, 2024 at 10:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2495 | 7.86 | |
| 0.0774 | 5.82 | |
| 0.9008 | 66.05 | |
| 0.0011 | 2.27 |
Estimation Period:
Jul 14, 2000 to Nov 15, 2024
Jul 14, 2000 to Nov 15, 2024
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