V-Lab
iShares MSCI BIC ETF Fund GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:16.36% (+0.76%)
Analysis last updated: Friday, April 26, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0492 | 17.67 | |
| 0.0970 | 30.54 | |
| 0.8847 | 267.86 |
Estimation Period:
Nov 19, 2007 to Apr 26, 2024
Nov 19, 2007 to Apr 26, 2024
News Impact Curve
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