V-Lab
iShares MSCI BIC ETF Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:22.27% (-1.32%)
Analysis last updated: Monday, November 4, 2024 at 10:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 7.13 | |
| 0.1683 | 29.91 | |
| 0.9815 | 775.25 | |
| -0.0667 | -13.21 |
Estimation Period:
Nov 19, 2007 to Nov 1, 2024
Nov 19, 2007 to Nov 1, 2024
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