iShares MSCI BIC ETF Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:15.67% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3276 | 7.81 | |
| 0.0982 | 7.16 | |
| 0.8741 | 56.43 | |
| 0.0061 | 2.38 |
Estimation Period:
Nov 19, 2007 to Nov 14, 2025
Nov 19, 2007 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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