iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:13.67% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0484 | 15.14 | |
| 0.0351 | 9.33 | |
| 0.8973 | 290.76 | |
| 0.0928 | 11.61 |
Estimation Period:
Nov 19, 2007 to Dec 12, 2025
Nov 19, 2007 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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