iShares MSCI BIC ETF Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:16.21% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3079 | 7.68 | |
| 0.0971 | 7.18 | |
| 0.8764 | 57.27 | |
| 0.0052 | 2.15 |
Estimation Period:
Nov 19, 2007 to Feb 13, 2026
Nov 19, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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