iShares MSCI BIC ETF Fund AGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:16.01% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 9.71 | |
| 0.0908 | 35.23 | |
| 0.8806 | 316.19 | |
| 0.5915 | 18.57 |
Estimation Period:
Nov 19, 2007 to Nov 7, 2025
Nov 19, 2007 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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