iShares MSCI BIC ETF Fund MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
20.87%
decreased by 0.99%
1 Week
20.70%
decreased by 1.16%
1 Month
20.52%
decreased by 1.34%
Analysis last updated: Friday, May 22, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0121 | 3.32 | |
| 0.8223 | 112.35 | |
| 0.1170 | 23.20 | |
| 0.2999 | 1.74 | |
| 0.4851 | 2.36 | |
| 0.3572 | 1.22 |
Estimation Period:
Nov 19, 2007 to May 22, 2026
Nov 19, 2007 to May 22, 2026
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