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	param	t-stat
$ω$	1.1006	6.81
$α$	0.0773	5.90
$β$	0.8794	49.38
$γ_{1}$	-0.1745	-1.81
$γ_{2}$	0.3378	2.19
$γ_{3}$	-0.2678	-2.63
$γ_{4}$	0.0779	0.98
$γ_{5}$	0.1838	2.35
$γ_{6}$	-0.3082	-3.72
$γ_{7}$	0.2438	3.30
$γ_{8}$	-0.1766	-2.41
$γ_{9}$	0.1299	2.23

V-Lab

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

Volatility Prediction for Monday, January 12th, 2026:23.74% (-0.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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