iShares ESG Aware MSCI USA Small-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.96% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0257 | 6.16 | |
| 0.8512 | 163.25 | |
| 0.1717 | 25.22 | |
| 0.0023 | 1.91 | |
| 0.0134 | 13.00 | |
| 0.9863 | 616.45 |
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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