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V-Lab
V-Lab
iShares MSCI BIC ETF Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:25.18% (-0.80%)
Analysis last updated: Monday, October 13, 2025 at 09:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI BIC ETF Fund MF2-GARCH
paramt-stat
m46
α0.01343.62
β0.8199110.47
γ0.117322.68
λ10.33661.97
λ20.52772.91
λ30.29861.12
Estimation Period:
Nov 19, 2007 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts