iShares ESG Aware MSCI USA Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.50% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.6246 | 21.26 | |
| 0.2393 | 13.50 | |
| 0.3387 | 0.19 | |
| 0.4253 | 0.24 | |
| 0.0000 | 0.00 |
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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