V-Lab
iShares MSCI BIC ETF Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:16.02% (-0.43%)
Analysis last updated: Friday, April 19, 2024 at 10:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3646 | 7.98 | |
| 0.0997 | 7.04 | |
| 0.8718 | 55.32 | |
| 0.0083 | 3.08 |
Estimation Period:
Nov 19, 2007 to Apr 19, 2024
Nov 19, 2007 to Apr 19, 2024
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