iShares MSCI BIC ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:16.11% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9294 | 7.87 | |
| 0.0890 | 28.76 | |
| 0.9860 | 533.53 | |
| 8.9614 | 4.16 |
Estimation Period:
Nov 19, 2007 to Feb 13, 2026
Nov 19, 2007 to Feb 13, 2026
Other iShares MSCI BIC ETF Fund Analyses
Other GAS-GARCH Student T Analyses on ETFs