V-Lab
V-Lab
iShares MSCI Brazil Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:21.44% (-0.28%)
Analysis last updated: Wednesday, September 17, 2025 at 09:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of iShares MSCI Brazil Capped ETF GJR-GARCH
paramt-stat
ω0.091911.51
α0.02159.11
β0.9174293.65
γ0.083612.72
Estimation Period:
Jul 14, 2000 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts