iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:20.92% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 15.17 | |
| 0.0341 | 9.14 | |
| 0.8986 | 294.82 | |
| 0.0921 | 11.62 |
Estimation Period:
Nov 19, 2007 to Mar 13, 2026
Nov 19, 2007 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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