iShares MSCI BIC ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:17.26% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9300 | 8.18 | |
| 0.0900 | 28.21 | |
| 0.9851 | 521.50 | |
| 8.9889 | 4.12 |
Estimation Period:
Nov 19, 2007 to Oct 31, 2025
Nov 19, 2007 to Oct 31, 2025
Other iShares MSCI BIC ETF Fund Analyses
Other GAS-GARCH Student T Analyses on ETFs