iShares ESG Aware MSCI USA Small-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.62% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0205 | -4.64 | |
| 0.1008 | 29.22 | |
| 0.8804 | 240.09 | |
| 0.8459 | 30.06 |
Estimation Period:
May 15, 2018 to Feb 6, 2026
May 15, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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