V-Lab
iShares MSCI Brazil Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:39.50% (+15.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4424 | 6.18 | |
| 0.0781 | 5.96 | |
| 0.8966 | 65.42 | |
| 0.0070 | 2.08 | |
| -0.0076 | -1.86 |
Estimation Period:
Jul 14, 2000 to Apr 4, 2025
Jul 14, 2000 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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