V-Lab
V-Lab
iShares MSCI BIC ETF Fund AGARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:16.87% (-0.20%)
Analysis last updated: Friday, June 20, 2025 at 10:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI BIC ETF Fund AGARCH
paramt-stat
ω0.039710.12
α0.091334.89
β0.8793309.84
γ0.585618.19
Estimation Period:
Nov 19, 2007 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts