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

V-Lab

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

Volatility Prediction for Wednesday, July 30th, 2025:22.76% (-0.45%)

Analysis last updated: Tuesday, July 29, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0588	6.37
$α$	0.0786	5.85
$β$	0.8776	48.70
$γ_{1}$	-0.1964	-1.92
$γ_{2}$	0.3645	2.24
$γ_{3}$	-0.2610	-2.46
$γ_{4}$	0.0403	0.49
$γ_{5}$	0.2334	2.95
$γ_{6}$	-0.3381	-4.35
$γ_{7}$	0.2480	3.26
$γ_{8}$	-0.1732	-2.01
$γ_{9}$	0.1279	1.99

Estimation Period:
Jul 14, 2000 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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