V-Lab
iShares MSCI BIC ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:17.45% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9304 | 8.62 | |
| 0.0903 | 27.68 | |
| 0.9839 | 504.59 | |
| 9.0275 | 4.03 |
Estimation Period:
Nov 19, 2007 to May 30, 2025
Nov 19, 2007 to May 30, 2025
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