iShares MSCI BIC ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:12.21% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9903 | 7.68 | |
| 0.0904 | 28.73 | |
| 0.9863 | 535.74 | |
| 8.9640 | 4.21 |
Estimation Period:
Nov 19, 2007 to Dec 12, 2025
Nov 19, 2007 to Dec 12, 2025
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