iShares MSCI BIC ETF Fund GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:15.28% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0496 | 18.64 | |
| 0.0961 | 29.92 | |
| 0.8847 | 257.85 |
Estimation Period:
Nov 19, 2007 to Nov 14, 2025
Nov 19, 2007 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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