iShares MSCI BIC ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:23.31% (+1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5430 | 8.36 | |
| 0.0983 | 6.95 | |
| 0.8701 | 52.57 | |
| 0.0168 | 3.46 | |
| -0.0182 | -2.91 |
Estimation Period:
Nov 19, 2007 to Oct 10, 2025
Nov 19, 2007 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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