V-Lab
iShares MSCI BIC ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:19.89% (-0.54%)
Analysis last updated: Thursday, November 21, 2024 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1913 | 7.88 | |
| 0.1021 | 7.44 | |
| 0.8727 | 58.30 | |
| 0.0025 | 2.87 |
Estimation Period:
Nov 19, 2007 to Nov 15, 2024
Nov 19, 2007 to Nov 15, 2024
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