iShares ESG Aware MSCI USA Value ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.85% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0286 | -2.65 | |
| 0.1062 | 5.31 | |
| 0.9408 | 85.53 | |
| -0.1384 | -7.43 |
Estimation Period:
Feb 2, 2023 to Feb 6, 2026
Feb 2, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares ESG Aware MSCI USA Value ETF Analyses
Other EGARCH Analyses on ETFs