iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
19.71%
decreased by 0.57%
1 Week
19.90%
decreased by 0.38%
1 Month
20.53%
increased by 0.25%
Analysis last updated: Saturday, June 13, 2026 at 02:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0477 | 15.12 | |
| 0.0331 | 8.94 | |
| 0.8996 | 296.70 | |
| 0.0921 | 11.74 |
Estimation Period:
Nov 19, 2007 to Jun 12, 2026
Nov 19, 2007 to Jun 12, 2026
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