V-Lab
iShares MSCI Brazil Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:26.47% (+2.51%)
Analysis last updated: Monday, November 4, 2024 at 10:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2468 | 7.85 | |
| 0.0775 | 5.81 | |
| 0.9005 | 65.74 | |
| 0.0011 | 2.25 |
Estimation Period:
Jul 14, 2000 to Nov 1, 2024
Jul 14, 2000 to Nov 1, 2024
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