iShares MSCI BIC ETF Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:16.96% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0133 | 3.60 | |
| 0.8182 | 109.15 | |
| 0.1173 | 22.71 | |
| 0.3402 | 2.03 | |
| 0.5391 | 3.08 | |
| 0.2841 | 1.10 |
Estimation Period:
Nov 19, 2007 to Oct 31, 2025
Nov 19, 2007 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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