iShares MSCI BIC ETF Fund EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:16.52% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 7.29 | |
| 0.1649 | 30.30 | |
| 0.9812 | 798.40 | |
| -0.0680 | -13.70 |
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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