iShares MSCI BIC ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.25% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9349 | 7.88 | |
| 0.0892 | 28.73 | |
| 0.9859 | 531.78 | |
| 8.9619 | 4.17 |
Estimation Period:
Nov 19, 2007 to Feb 6, 2026
Nov 19, 2007 to Feb 6, 2026
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