iShares ESG Optimized MSCI USA Min Vol Factor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.24% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6376 | 10.23 | |
| 0.0585 | 17.93 | |
| 0.9777 | 364.83 | |
| 5.8756 | 5.34 |
Estimation Period:
Nov 4, 2021 to Feb 6, 2026
Nov 4, 2021 to Feb 6, 2026
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