iShares MSCI BIC ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:15.30% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1719 | 8.15 | |
| 0.0966 | 7.17 | |
| 0.8788 | 57.34 | |
| 0.0021 | 2.71 |
Estimation Period:
Nov 19, 2007 to Jan 23, 2026
Nov 19, 2007 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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