iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
18.12%
decreased by 0.33%
1 Week
18.39%
decreased by 0.06%
1 Month
19.29%
increased by 0.84%
Analysis last updated: Tuesday, July 7, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0475 | 15.12 | |
| 0.0333 | 9.01 | |
| 0.8998 | 297.26 | |
| 0.0912 | 11.66 |
Estimation Period:
Nov 19, 2007 to Jul 2, 2026
Nov 19, 2007 to Jul 2, 2026
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