V-Lab
V-Lab
iShares MSCI BIC ETF Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:16.09% (+0.08%)
Analysis last updated: Friday, June 13, 2025 at 10:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI BIC ETF Fund MF2-GARCH
paramt-stat
m46
α0.01483.87
β0.8167109.57
γ0.117322.22
λ10.29631.61
λ20.44962.09
λ30.39891.30
Estimation Period:
Nov 19, 2007 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts