iShares ESG Aware MSCI USA Value ETF APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.57% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0866 | 11.28 | |
| 0.0225 | 0.00 | |
| 0.6629 | 19.51 | |
| 1.0000 | 0.00 | |
| 3.0000 | 7.56 |
Estimation Period:
Feb 2, 2023 to Feb 6, 2026
Feb 2, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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