iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:23.79% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0504 | 15.38 | |
| 0.0340 | 9.01 | |
| 0.8971 | 286.52 | |
| 0.0942 | 11.72 |
Estimation Period:
Nov 19, 2007 to Oct 10, 2025
Nov 19, 2007 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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