V-Lab
V-Lab
iShares MSCI BIC ETF Fund APARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:16.44% (+1.59%)

Analysis last updated: Tuesday, April 30, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI BIC ETF Fund APARCH
paramt-stat
ω0.040117.50
α0.065321.41
β0.9123341.44
γ0.480015.83
δ1.727127.45
Estimation Period:
Nov 19, 2007 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts