iShares MSCI BIC ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.96%
decreased by 0.27%
1 Week
18.15%
decreased by 0.08%
1 Month
18.79%
increased by 0.56%
Analysis last updated: Saturday, June 13, 2026 at 02:20 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1600 | 8.24 | |
| 0.0951 | 7.21 | |
| 0.8804 | 58.53 | |
| 0.0019 | 2.65 |
Estimation Period:
Nov 19, 2007 to Jun 12, 2026
Nov 19, 2007 to Jun 12, 2026
Other iShares MSCI BIC ETF Fund Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs