iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
20.62%
decreased by 0.70%
1 Week
20.76%
decreased by 0.56%
1 Month
21.25%
decreased by 0.07%
Analysis last updated: Friday, May 22, 2026 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 15.12 | |
| 0.0331 | 8.92 | |
| 0.8993 | 295.90 | |
| 0.0928 | 11.82 |
Estimation Period:
Nov 19, 2007 to May 22, 2026
Nov 19, 2007 to May 22, 2026
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