iShares ESG Aware MSCI USA Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.53% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0808 | 7.21 | |
| 0.0000 | 0.00 | |
| 0.7656 | 35.83 | |
| 0.1933 | 3.94 |
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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