iShares ESG MSCI KLD 400 ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.81% (+4.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 15.86 | |
| 0.1229 | 31.55 | |
| 0.8568 | 216.08 |
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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