iShares MSCI BIC ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
18.52%
decreased by 0.13%
1 Week
18.81%
increased by 0.16%
1 Month
19.82%
increased by 1.17%
Analysis last updated: Saturday, June 13, 2026 at 02:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8716 | 8.04 | |
| 0.0880 | 28.55 | |
| 0.9856 | 532.18 | |
| 8.8971 | 4.17 |
Estimation Period:
Nov 19, 2007 to Jun 12, 2026
Nov 19, 2007 to Jun 12, 2026
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