V-Lab
iShares MSCI BIC ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:16.45% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9628 | 8.23 | |
| 0.0907 | 28.05 | |
| 0.9850 | 520.35 | |
| 9.0291 | 4.11 |
Estimation Period:
Nov 19, 2007 to Aug 22, 2025
Nov 19, 2007 to Aug 22, 2025
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