iShares MSCI BIC ETF Fund MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
20.02%
decreased by 0.73%
1 Week
19.36%
decreased by 1.39%
1 Month
19.77%
decreased by 0.98%
Analysis last updated: Friday, June 12, 2026 at 02:36 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0120 | 3.32 | |
| 0.8223 | 112.13 | |
| 0.1168 | 23.20 | |
| 0.3086 | 1.80 | |
| 0.4980 | 2.49 | |
| 0.3399 | 1.18 |
Estimation Period:
Nov 19, 2007 to Jun 5, 2026
Nov 19, 2007 to Jun 5, 2026
Other iShares MSCI BIC ETF Fund Analyses
Other MF2-GARCH Analyses on ETFs