iShares MSCI BIC ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:20.68% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9212 | 7.87 | |
| 0.0888 | 28.74 | |
| 0.9859 | 532.07 | |
| 8.9399 | 4.16 |
Estimation Period:
Nov 19, 2007 to Mar 6, 2026
Nov 19, 2007 to Mar 6, 2026
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