iShares ESG Aware MSCI USA Small-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.17% (+6.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7138 | 5.81 | |
| 0.1254 | 5.47 | |
| 0.8380 | 35.15 | |
| -0.0116 | -2.57 |
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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