iShares MSCI International Quality Factor ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.51% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9233 | 3.37 | |
| 0.1211 | 4.27 | |
| 0.8017 | 21.63 | |
| -1.0628 | -2.41 | |
| 1.7774 | 2.82 | |
| -0.9092 | -2.38 | |
| 0.2682 | 0.64 | |
| -0.2079 | -0.51 | |
| 0.1607 | 0.57 | |
| -0.0020 | -0.01 |
Estimation Period:
Jan 15, 2015 to Feb 6, 2026
Jan 15, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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