iShares ESG MSCI KLD 400 ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.01% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0099 | 3.24 | |
| 0.1776 | 20.93 | |
| 0.9647 | 596.25 | |
| -0.1578 | -24.74 |
Estimation Period:
Nov 17, 2006 to Feb 6, 2026
Nov 17, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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