V-Lab
iShares MSCI BIC ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:14.23% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5449 | 8.35 | |
| 0.0987 | 6.95 | |
| 0.8697 | 52.38 | |
| 0.0174 | 3.44 | |
| -0.0188 | -2.89 |
Estimation Period:
Nov 19, 2007 to Jul 25, 2025
Nov 19, 2007 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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