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V-Lab

iShares MSCI BIC ETF Fund EGARCH Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

16.80%

decreased by 0.93%

1 Week

17.06%

decreased by 0.67%

1 Month

18.01%

increased by 0.28%

Analysis last updated: Tuesday, July 21, 2026 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI BIC ETF Fund EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 19, 2007 to Jul 17, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 138% more than equivalent positive returns.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0173
7.25***
α

ARCH

Response to squared shocks

0.1629
30.63***
β

GARCH

Volatility persistence

0.9819
823.74***
γ

leverage

Additional response to negative shocks

-0.0664
-13.85***

Persistence:

0.982

Half-life:

38 days