iShares ESG Aware MSCI USA ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.70% (+4.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0307 | 1.35 | |
| 0.1526 | 5.80 | |
| 0.8291 | 35.60 | |
| 0.0022 | 0.08 |
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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