iShares MSCI BIC ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:21.39% (+2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9453 | 8.10 | |
| 0.0902 | 28.01 | |
| 0.9851 | 518.47 | |
| 8.9533 | 4.13 |
Estimation Period:
Nov 19, 2007 to Oct 10, 2025
Nov 19, 2007 to Oct 10, 2025
Other iShares MSCI BIC ETF Fund Analyses
Other GAS-GARCH Student T Analyses on ETFs