iShares MSCI BIC ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.48% (+1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1707 | 8.16 | |
| 0.0963 | 7.16 | |
| 0.8791 | 57.45 | |
| 0.0021 | 2.70 |
Estimation Period:
Nov 19, 2007 to Feb 6, 2026
Nov 19, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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