iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.75% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 15.16 | |
| 0.0343 | 9.17 | |
| 0.8984 | 294.37 | |
| 0.0923 | 11.63 |
Estimation Period:
Nov 19, 2007 to Feb 20, 2026
Nov 19, 2007 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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