iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.87% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 15.19 | |
| 0.0342 | 9.16 | |
| 0.8983 | 294.05 | |
| 0.0925 | 11.65 |
Estimation Period:
Nov 19, 2007 to Feb 13, 2026
Nov 19, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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