iShares MSCI BIC ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:13.89% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1650 | 8.04 | |
| 0.0970 | 7.14 | |
| 0.8782 | 56.88 | |
| 0.0021 | 2.61 |
Estimation Period:
Nov 19, 2007 to Nov 21, 2025
Nov 19, 2007 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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