iShares MSCI BIC ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.94% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1729 | 8.18 | |
| 0.0961 | 7.15 | |
| 0.8794 | 57.55 | |
| 0.0021 | 2.74 |
Estimation Period:
Nov 19, 2007 to Feb 20, 2026
Nov 19, 2007 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI BIC ETF Fund Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs