iShares MSCI BIC ETF Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:14.30% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0136 | 3.70 | |
| 0.8181 | 109.95 | |
| 0.1176 | 22.87 | |
| 0.3132 | 1.93 | |
| 0.5169 | 2.84 | |
| 0.3184 | 1.21 |
Estimation Period:
Nov 19, 2007 to Jan 23, 2026
Nov 19, 2007 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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