V-Lab
iShares MSCI BIC ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:16.26% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5510 | 8.51 | |
| 0.0986 | 6.89 | |
| 0.8685 | 51.69 | |
| 0.0184 | 3.66 | |
| -0.0202 | -3.11 |
Estimation Period:
Nov 19, 2007 to Jun 27, 2025
Nov 19, 2007 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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