V-Lab
iShares MSCI BIC ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:18.37% (+1.88%)
Analysis last updated: Thursday, January 30, 2025 at 10:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5472 | 8.38 | |
| 0.0997 | 7.00 | |
| 0.8680 | 52.57 | |
| 0.0183 | 3.51 | |
| -0.0197 | -2.95 |
Estimation Period:
Nov 19, 2007 to Jan 24, 2025
Nov 19, 2007 to Jan 24, 2025
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