iShares MSCI Global Min Vol Factor ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.05% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0832 | 7.29 | |
| 0.1216 | 5.65 | |
| 0.8453 | 36.26 | |
| 0.0115 | 1.85 |
Estimation Period:
Oct 20, 2011 to Feb 6, 2026
Oct 20, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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