iShares MSCI BIC ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:14.32% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9326 | 8.07 | |
| 0.0901 | 28.37 | |
| 0.9854 | 526.11 | |
| 8.9918 | 4.14 |
Estimation Period:
Nov 19, 2007 to Nov 21, 2025
Nov 19, 2007 to Nov 21, 2025
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