iShares ESG MSCI KLD 400 ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.37% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8287 | 218.77 | |
| 0.2372 | 38.37 | |
| 0.0452 | 2.24 | |
| 0.2120 | 2.20 | |
| 0.7517 | 6.59 |
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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