iShares ESG Aware MSCI USA Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.99% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5795 | 23.85 | |
| 0.0978 | 12.23 | |
| 0.8877 | 81.42 | |
| 10.0960 | 1.34 |
Estimation Period:
Feb 2, 2023 to Feb 6, 2026
Feb 2, 2023 to Feb 6, 2026
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