V-Lab
V-Lab
iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:13.68% (-0.17%)
Analysis last updated: Friday, July 11, 2025 at 10:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI BIC ETF Fund GJR-GARCH
paramt-stat
ω0.051214.98
α0.03459.12
β0.8967283.22
γ0.093411.53
Estimation Period:
Nov 19, 2007 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts