iShares MSCI BIC ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:19.79% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9255 | 7.85 | |
| 0.0889 | 28.84 | |
| 0.9861 | 536.50 | |
| 8.9717 | 4.16 |
Estimation Period:
Nov 19, 2007 to Feb 27, 2026
Nov 19, 2007 to Feb 27, 2026
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