iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.61% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0483 | 15.21 | |
| 0.0343 | 9.18 | |
| 0.8981 | 293.50 | |
| 0.0926 | 11.66 |
Estimation Period:
Nov 19, 2007 to Feb 6, 2026
Nov 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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