iShares MSCI BIC ETF Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:19.43% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3097 | 7.71 | |
| 0.0969 | 7.18 | |
| 0.8765 | 57.29 | |
| 0.0053 | 2.21 |
Estimation Period:
Nov 19, 2007 to Mar 6, 2026
Nov 19, 2007 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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