iShares MSCI BIC ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:15.83% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9417 | 7.84 | |
| 0.0894 | 28.72 | |
| 0.9859 | 529.78 | |
| 8.9417 | 4.19 |
Estimation Period:
Nov 19, 2007 to Jan 23, 2026
Nov 19, 2007 to Jan 23, 2026
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