V-Lab
iShares MSCI BIC ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:20.24% (-0.41%)
Analysis last updated: Thursday, November 21, 2024 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0501 | 8.74 | |
| 0.0917 | 29.29 | |
| 0.9853 | 544.69 | |
| 10 | 3.66 |
Estimation Period:
Nov 19, 2007 to Nov 15, 2024
Nov 19, 2007 to Nov 15, 2024
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