V-Lab
V-Lab
iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:15.16% (-0.35%)
Analysis last updated: Friday, June 27, 2025 at 10:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI BIC ETF Fund GJR-GARCH
paramt-stat
ω0.052015.09
α0.03429.04
β0.8968282.18
γ0.093211.52
Estimation Period:
Nov 19, 2007 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts