iShares MSCI BIC ETF Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:23.21% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0137 | 3.72 | |
| 0.8186 | 110.26 | |
| 0.1167 | 22.70 | |
| 0.2977 | 1.83 | |
| 0.4961 | 2.59 | |
| 0.3465 | 1.26 |
Estimation Period:
Nov 19, 2007 to Feb 27, 2026
Nov 19, 2007 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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