V-Lab
V-Lab
iShares MSCI BIC ETF Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:15.99% (-0.33%)
Analysis last updated: Friday, June 20, 2025 at 10:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI BIC ETF Fund SGARCH
paramt-stat
ω1.37028.09
α0.09997.14
β0.869954.98
γ10.00802.86
Estimation Period:
Nov 19, 2007 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts