iShares MSCI BIC ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:15.31% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5361 | 8.34 | |
| 0.0980 | 6.97 | |
| 0.8706 | 52.92 | |
| 0.0162 | 3.35 | |
| -0.0173 | -2.80 |
Estimation Period:
Nov 19, 2007 to Nov 14, 2025
Nov 19, 2007 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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