V-Lab
V-Lab
iShares MSCI Brazil Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 8th, 2025:24.67% (+3.17%)
Analysis last updated: Monday, July 7, 2025 at 09:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of iShares MSCI Brazil Capped ETF GJR-GARCH
paramt-stat
ω0.094411.54
α0.02179.13
β0.9162289.13
γ0.084712.68
Estimation Period:
Jul 14, 2000 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts