iShares MSCI BIC ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
18.68%
decreased by 0.80%
1 Week
18.83%
decreased by 0.65%
1 Month
19.34%
decreased by 0.14%
Analysis last updated: Friday, May 22, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1611 | 8.22 | |
| 0.0954 | 7.21 | |
| 0.8801 | 58.39 | |
| 0.0019 | 2.64 |
Estimation Period:
Nov 19, 2007 to May 22, 2026
Nov 19, 2007 to May 22, 2026
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