V-Lab
V-Lab
iShares MSCI BIC ETF Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:23.37% (-0.60%)
Analysis last updated: Thursday, May 8, 2025 at 09:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI BIC ETF Fund MF2-GARCH
paramt-stat
m46
α0.01473.84
β0.8148107.00
γ0.116621.97
λ10.29871.64
λ20.46322.19
λ30.38691.28
Estimation Period:
Nov 19, 2007 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts