iShares ESG MSCI KLD 400 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.13% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3923 | 6.55 | |
| 0.1069 | 33.46 | |
| 0.9849 | 396.96 | |
| 6.5937 | 7.59 |
Estimation Period:
Nov 17, 2006 to Feb 6, 2026
Nov 17, 2006 to Feb 6, 2026
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