iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:14.91% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0482 | 15.13 | |
| 0.0345 | 9.19 | |
| 0.8978 | 292.06 | |
| 0.0931 | 11.68 |
Estimation Period:
Nov 19, 2007 to Jan 9, 2026
Nov 19, 2007 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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