iShares ESG Aware MSCI USA Small-Cap ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.72% (+6.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0581 | 15.09 | |
| 0.1161 | 20.75 | |
| 0.8568 | 147.19 |
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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