iShares ESG Aware MSCI USA ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.08% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 10.50 | |
| 0.0000 | 0.00 | |
| 0.8961 | 203.39 | |
| 0.1737 | 11.01 |
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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