iShares MSCI BIC ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:14.69% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9619 | 7.66 | |
| 0.0896 | 28.72 | |
| 0.9862 | 529.34 | |
| 8.8875 | 4.22 |
Estimation Period:
Nov 19, 2007 to Jan 9, 2026
Nov 19, 2007 to Jan 9, 2026
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