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	param	t-stat
$ω$	1.0538	4.93
$α$	0.1263	8.30
$β$	0.8454	50.67
$γ_{1}$	-0.0124	-0.82
$γ_{2}$	0.0327	1.46
$γ_{3}$	-0.0300	-2.47

V-Lab

iShares ESG MSCI KLD 400 ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:18.79% (-0.77%)

Date Range:

Parameter Estimates

News Impact Curve

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