iShares MSCI BIC ETF Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.34% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0136 | 3.69 | |
| 0.8187 | 110.23 | |
| 0.1169 | 22.73 | |
| 0.3022 | 1.85 | |
| 0.5004 | 2.63 | |
| 0.3401 | 1.24 |
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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