iShares MSCI BIC ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:18.63% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1681 | 8.20 | |
| 0.0959 | 7.17 | |
| 0.8795 | 57.67 | |
| 0.0020 | 2.70 |
Estimation Period:
Nov 19, 2007 to Mar 13, 2026
Nov 19, 2007 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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