iShares MSCI BIC ETF Fund MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
18.49%
decreased by 1.52%
1 Week
18.60%
decreased by 1.41%
1 Month
19.40%
decreased by 0.61%
Analysis last updated: Saturday, June 13, 2026 at 02:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0121 | 3.35 | |
| 0.8229 | 112.10 | |
| 0.1158 | 23.04 | |
| 0.3092 | 1.81 | |
| 0.4999 | 2.51 | |
| 0.3370 | 1.18 |
Estimation Period:
Nov 19, 2007 to Jun 12, 2026
Nov 19, 2007 to Jun 12, 2026
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