iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:15.36% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0484 | 15.20 | |
| 0.0344 | 9.20 | |
| 0.8978 | 292.65 | |
| 0.0929 | 11.68 |
Estimation Period:
Nov 19, 2007 to Jan 23, 2026
Nov 19, 2007 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI BIC ETF Fund Analyses
Other GJR-GARCH Analyses on ETFs