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

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

Volatility Prediction for Tuesday, October 14th, 2025:23.51% (-0.10%)

Analysis last updated: Monday, October 13, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0912	6.76
$α$	0.0780	5.86
$β$	0.8780	48.51
$γ_{1}$	-0.1812	-1.83
$γ_{2}$	0.3459	2.19
$γ_{3}$	-0.2624	-2.54
$γ_{4}$	0.0563	0.70
$γ_{5}$	0.2131	2.74
$γ_{6}$	-0.3292	-4.19
$γ_{7}$	0.2538	3.51
$γ_{8}$	-0.1854	-2.38
$γ_{9}$	0.1385	2.32

Estimation Period:
Jul 14, 2000 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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