iShares MSCI BIC ETF Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.86% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 9.81 | |
| 0.0906 | 35.44 | |
| 0.8817 | 320.04 | |
| 0.5714 | 18.37 |
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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