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, November 11th, 2025:21.64% (+0.06%)

Analysis last updated: Monday, November 10, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0935	6.77
$α$	0.0774	5.85
$β$	0.8790	48.82
$γ_{1}$	-0.1789	-1.82
$γ_{2}$	0.3426	2.18
$γ_{3}$	-0.2630	-2.55
$γ_{4}$	0.0616	0.76
$γ_{5}$	0.2062	2.65
$γ_{6}$	-0.3259	-4.09
$γ_{7}$	0.2555	3.54
$γ_{8}$	-0.1905	-2.52
$γ_{9}$	0.1437	2.47

Estimation Period:
Jul 14, 2000 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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