V-Lab
iShares MSCI Brazil Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:23.56% (+1.03%)
Analysis last updated: Friday, April 19, 2024 at 10:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3565 | 6.52 | |
| 0.0818 | 5.75 | |
| 0.8735 | 46.87 | |
| -0.0241 | -0.53 | |
| 0.1183 | 1.51 | |
| -0.2411 | -4.01 | |
| 0.3157 | 5.68 | |
| -0.2851 | -5.08 | |
| 0.1921 | 3.71 | |
| -0.2098 | -2.89 |
Estimation Period:
Jul 14, 2000 to Apr 19, 2024
Jul 14, 2000 to Apr 19, 2024
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