V-Lab
V-Lab
iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 1st, 2025:14.92% (-0.03%)
Analysis last updated: Thursday, July 31, 2025 at 09:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI BIC ETF Fund GJR-GARCH
paramt-stat
ω0.050415.05
α0.03469.14
β0.8969284.73
γ0.093511.59
Estimation Period:
Nov 19, 2007 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts