iShares MSCI BIC ETF Fund GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
21.79%
decreased by 0.87%
1 Week
21.88%
decreased by 0.78%
1 Month
22.18%
decreased by 0.48%
Analysis last updated: Wednesday, June 10, 2026 at 02:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 15.13 | |
| 0.0331 | 8.92 | |
| 0.8993 | 296.13 | |
| 0.0927 | 11.81 |
Estimation Period:
Nov 19, 2007 to Jun 5, 2026
Nov 19, 2007 to Jun 5, 2026
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