V-Lab
iShares MSCI BIC ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:15.64% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9266 | 8.53 | |
| 0.0906 | 27.76 | |
| 0.9841 | 505.19 | |
| 9.0059 | 4.06 |
Estimation Period:
Nov 19, 2007 to Jun 27, 2025
Nov 19, 2007 to Jun 27, 2025
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