iShares MSCI BIC ETF Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.70% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 7.42 | |
| 0.1649 | 30.64 | |
| 0.9815 | 809.82 | |
| -0.0674 | -13.85 |
Estimation Period:
Nov 19, 2007 to Feb 6, 2026
Nov 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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