iShares ESG MSCI KLD 400 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.94% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1695 | 6.23 | |
| 0.1259 | 8.63 | |
| 0.8496 | 53.09 | |
| 0.0061 | 2.35 |
Estimation Period:
Nov 17, 2006 to Feb 6, 2026
Nov 17, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares ESG MSCI KLD 400 ETF Analyses
Other Spline-GARCH Analyses on ETFs