iShares MSCI BIC ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
18.66%
decreased by 0.36%
1 Week
18.95%
decreased by 0.07%
1 Month
19.96%
increased by 0.94%
Analysis last updated: Friday, June 12, 2026 at 02:36 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8892 | 8.05 | |
| 0.0883 | 28.52 | |
| 0.9856 | 533.05 | |
| 8.9249 | 4.16 |
Estimation Period:
Nov 19, 2007 to Jun 5, 2026
Nov 19, 2007 to Jun 5, 2026
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