iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
18.98%
decreased by 0.62%
1 Week
19.21%
decreased by 0.39%
1 Month
19.98%
increased by 0.38%
Analysis last updated: Wednesday, April 29, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 15.10 | |
| 0.0332 | 8.93 | |
| 0.8991 | 295.56 | |
| 0.0931 | 11.82 |
Estimation Period:
Nov 19, 2007 to Apr 24, 2026
Nov 19, 2007 to Apr 24, 2026
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