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V-Lab

iShares MSCI Brazil Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.87% (-0.71%)
Analysis last updated: Friday, February 13, 2026 at 11:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Brazil Capped ETF SGARCH
paramt-stat
ω1.07986.64
α0.07695.92
β0.879649.57
γ1-0.1879-2.00
γ20.36032.39
γ3-0.2847-2.85
γ40.09071.15
γ50.17872.30
γ6-0.3154-3.80
γ70.26843.60
γ8-0.2325-2.98
γ90.27922.43
Estimation Period:
Jul 14, 2000 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts