V-Lab
V-Lab
iShares MSCI BIC ETF Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:15.80% (+1.97%)

Analysis last updated: Tuesday, April 30, 2024 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI BIC ETF Fund MF2-GARCH
paramt-stat
m46
α0.00000.00
β0.8320134.62
γ0.134627.09
λ10.14392.31
λ20.26094.19
λ30.66417.16
Estimation Period:
Nov 19, 2007 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts