V-Lab
iShares MSCI BIC ETF Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:17.13% (-0.53%)
Analysis last updated: Wednesday, May 1, 2024 at 10:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3643 | 7.98 | |
| 0.0996 | 7.04 | |
| 0.8719 | 55.44 | |
| 0.0083 | 3.10 |
Estimation Period:
Nov 19, 2007 to Apr 26, 2024
Nov 19, 2007 to Apr 26, 2024
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