V-Lab
iShares MSCI BIC ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:15.08% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5513 | 8.50 | |
| 0.0988 | 6.90 | |
| 0.8683 | 51.63 | |
| 0.0184 | 3.63 | |
| -0.0201 | -3.09 |
Estimation Period:
Nov 19, 2007 to Jun 20, 2025
Nov 19, 2007 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
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