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V-Lab
V-Lab
iShares MSCI BIC ETF Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:13.99% (-0.19%)
Analysis last updated: Saturday, December 13, 2025 at 12:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI BIC ETF Fund MF2-GARCH
paramt-stat
m46
α0.01463.93
β0.8172110.35
γ0.117522.67
λ10.29861.93
λ20.50842.82
λ30.33441.29
Estimation Period:
Nov 19, 2007 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts