iShares ESG Optimized MSCI USA Min Vol Factor ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.07% (+2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0040 | 1.14 | |
| 0.0955 | 11.40 | |
| 0.8714 | 101.44 | |
| 0.4980 | 11.78 |
Estimation Period:
Nov 4, 2021 to Feb 6, 2026
Nov 4, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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