V-Lab
V-Lab
iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:15.88% (-0.43%)
Analysis last updated: Thursday, August 28, 2025 at 09:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI BIC ETF Fund GJR-GARCH
paramt-stat
ω0.050315.17
α0.03469.17
β0.8971286.34
γ0.093011.54
Estimation Period:
Nov 19, 2007 to Aug 22, 2025
Impact of return on volatility tomorrow
Volatility Forecasts