iShares MSCI BIC ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
19.16%
decreased by 0.95%
1 Week
19.43%
decreased by 0.68%
1 Month
20.36%
increased by 0.25%
Analysis last updated: Friday, May 22, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8858 | 8.01 | |
| 0.0883 | 28.56 | |
| 0.9856 | 532.20 | |
| 8.9017 | 4.18 |
Estimation Period:
Nov 19, 2007 to May 22, 2026
Nov 19, 2007 to May 22, 2026
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