iShares ESG Aware MSCI USA Small-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.11% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 4.46 | |
| 0.1643 | 20.96 | |
| 0.9700 | 422.10 | |
| -0.1182 | -20.40 |
Estimation Period:
May 15, 2018 to Feb 6, 2026
May 15, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares ESG Aware MSCI USA Small-Cap ETF Analyses
Other EGARCH Analyses on ETFs