iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:17.52% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0499 | 15.37 | |
| 0.0339 | 8.99 | |
| 0.8976 | 288.53 | |
| 0.0935 | 11.71 |
Estimation Period:
Nov 19, 2007 to Oct 31, 2025
Nov 19, 2007 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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