V-Lab
V-Lab
iShares MSCI BIC ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:20.24% (-1.21%)

Analysis last updated: Monday, December 23, 2024 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI BIC ETF Fund GAS-GARCH-T
paramt-stat
ω2.99858.80
α0.091428.69
β0.9848530.30
ν103.78
Estimation Period:
Nov 19, 2007 to Dec 20, 2024