V-Lab
iShares MSCI BIC ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:14.94% (-0.44%)
Analysis last updated: Thursday, April 25, 2024 at 10:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1950 | 7.69 | |
| 0.0988 | 7.20 | |
| 0.8771 | 59.35 | |
| 0.0028 | 2.94 |
Estimation Period:
Nov 19, 2007 to Apr 19, 2024
Nov 19, 2007 to Apr 19, 2024
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