iShares MSCI BIC ETF Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:15.17% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0137 | 3.70 | |
| 0.8174 | 109.13 | |
| 0.1175 | 22.72 | |
| 0.3252 | 2.01 | |
| 0.5296 | 3.01 | |
| 0.3003 | 1.17 |
Estimation Period:
Nov 19, 2007 to Nov 21, 2025
Nov 19, 2007 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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