iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
23.41%
decreased by 1.00%
1 Week
23.43%
decreased by 0.98%
1 Month
23.50%
decreased by 0.91%
Analysis last updated: Thursday, April 2, 2026 at 10:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0480 | 15.17 | |
| 0.0339 | 9.08 | |
| 0.8986 | 295.02 | |
| 0.0925 | 11.68 |
Estimation Period:
Nov 19, 2007 to Apr 2, 2026
Nov 19, 2007 to Apr 2, 2026
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