iShares ESG Aware MSCI USA ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.93% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0106 | 1.18 | |
| 0.1632 | 11.25 | |
| 0.8078 | 57.92 | |
| 0.4946 | 6.88 |
Estimation Period:
Dec 6, 2016 to Feb 6, 2026
Dec 6, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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