iShares MSCI BIC ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:17.32% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5386 | 8.36 | |
| 0.0979 | 6.97 | |
| 0.8705 | 52.87 | |
| 0.0165 | 3.41 | |
| -0.0177 | -2.86 |
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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