V-Lab
iShares MSCI Brazil Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:37.12% (-0.50%)
Analysis last updated: Monday, December 23, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2408 | 7.88 | |
| 0.0789 | 5.88 | |
| 0.8987 | 65.18 | |
| 0.0011 | 2.18 |
Estimation Period:
Jul 14, 2000 to Dec 20, 2024
Jul 14, 2000 to Dec 20, 2024
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