V-Lab
V-Lab
iShares MSCI BIC ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:21.57% (+1.61%)

Analysis last updated: Tuesday, November 5, 2024 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI BIC ETF Fund GAS-GARCH-T
paramt-stat
ω3.02918.82
α0.092529.19
β0.9850536.50
ν103.68
Estimation Period:
Nov 19, 2007 to Nov 1, 2024