V-Lab
iShares MSCI BIC ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:19.61% (-1.03%)
Analysis last updated: Monday, November 4, 2024 at 10:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1956 | 7.96 | |
| 0.1033 | 7.43 | |
| 0.8709 | 57.20 | |
| 0.0025 | 2.96 |
Estimation Period:
Nov 19, 2007 to Nov 1, 2024
Nov 19, 2007 to Nov 1, 2024
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