iShares MSCI BIC ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:15.35% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1740 | 8.13 | |
| 0.0967 | 7.16 | |
| 0.8787 | 57.23 | |
| 0.0021 | 2.71 |
Estimation Period:
Nov 19, 2007 to Jan 9, 2026
Nov 19, 2007 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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