iShares MSCI BIC ETF Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:13.63% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0134 | 3.64 | |
| 0.8180 | 110.06 | |
| 0.1182 | 22.99 | |
| 0.3145 | 1.99 | |
| 0.5286 | 3.03 | |
| 0.3058 | 1.20 |
Estimation Period:
Nov 19, 2007 to Jan 9, 2026
Nov 19, 2007 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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