V-Lab
iShares MSCI BIC ETF Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:15.00% (-0.60%)
Analysis last updated: Friday, April 19, 2024 at 10:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 5.54 | |
| 0.1470 | 32.07 | |
| 0.9834 | 793.06 | |
| -0.0765 | -17.18 |
Estimation Period:
Nov 19, 2007 to Apr 19, 2024
Nov 19, 2007 to Apr 19, 2024
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