iShares ESG Optimized MSCI USA Min Vol Factor ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.85% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 8.69 | |
| 0.0394 | 2.41 | |
| 0.8655 | 72.47 | |
| 0.1310 | 4.85 |
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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