iShares MSCI BIC ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:12.13% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1837 | 8.06 | |
| 0.0974 | 7.18 | |
| 0.8783 | 57.06 | |
| 0.0022 | 2.75 |
Estimation Period:
Nov 19, 2007 to Dec 12, 2025
Nov 19, 2007 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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