iShares ESG Aware MSCI USA Small-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.04% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0532 | 13.66 | |
| 0.0257 | 6.74 | |
| 0.8756 | 202.45 | |
| 0.1516 | 12.85 |
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 GJR-GARCH Analyses on ETFs