V-Lab
iShares MSCI BIC ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:20.98% (-1.10%)
Analysis last updated: Monday, December 23, 2024 at 10:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5510 | 8.34 | |
| 0.1005 | 7.04 | |
| 0.8673 | 52.49 | |
| 0.0185 | 3.50 | |
| -0.0199 | -2.95 |
Estimation Period:
Nov 19, 2007 to Dec 20, 2024
Nov 19, 2007 to Dec 20, 2024
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