iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:14.36% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0492 | 15.26 | |
| 0.0345 | 9.16 | |
| 0.8974 | 289.37 | |
| 0.0932 | 11.67 |
Estimation Period:
Nov 19, 2007 to Nov 28, 2025
Nov 19, 2007 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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