V-Lab
V-Lab
iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:18.34% (+0.98%)
Analysis last updated: Saturday, May 31, 2025 at 03:06 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI BIC ETF Fund GJR-GARCH
paramt-stat
ω0.051915.10
α0.03368.86
β0.8978282.51
γ0.092511.48
Estimation Period:
Nov 19, 2007 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts