V-Lab
V-Lab
iShares MSCI BIC ETF Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:15.00% (-0.42%)
Analysis last updated: Friday, June 27, 2025 at 10:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI BIC ETF Fund MF2-GARCH
paramt-stat
m46
α0.01443.79
β0.8178110.03
γ0.117022.31
λ10.30631.68
λ20.46602.23
λ30.37711.25
Estimation Period:
Nov 19, 2007 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts