iShares MSCI BIC ETF Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.82% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0135 | 3.68 | |
| 0.8188 | 110.26 | |
| 0.1171 | 22.80 | |
| 0.3105 | 1.89 | |
| 0.5098 | 2.73 | |
| 0.3269 | 1.21 |
Estimation Period:
Nov 19, 2007 to Feb 6, 2026
Nov 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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