V-Lab
iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 6th, 2025:23.34% (+2.29%)
Analysis last updated: Wednesday, March 5, 2025 at 10:37 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0491 | 14.83 | |
| 0.0349 | 9.12 | |
| 0.8993 | 283.61 | |
| 0.0889 | 11.15 |
Estimation Period:
Nov 19, 2007 to Feb 28, 2025
Nov 19, 2007 to Feb 28, 2025
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