iShares MSCI BIC ETF Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.18% (+1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3103 | 7.69 | |
| 0.0973 | 7.18 | |
| 0.8761 | 57.18 | |
| 0.0053 | 2.18 |
Estimation Period:
Nov 19, 2007 to Feb 6, 2026
Nov 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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