V-Lab
V-Lab
iShares MSCI BIC ETF Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:13.51% (-0.28%)
Analysis last updated: Tuesday, July 29, 2025 at 09:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI BIC ETF Fund MF2-GARCH
paramt-stat
m46
α0.01433.81
β0.8205112.25
γ0.116522.45
λ10.30601.80
λ20.48682.48
λ30.35521.26
Estimation Period:
Nov 19, 2007 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts