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V-Lab

iShares MSCI International Quality Factor ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.51% (+0.25%)
Analysis last updated: Thursday, February 12, 2026 at 10:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI International Quality Factor ETF S0GARCH
paramt-stat
ω0.92333.37
α0.12114.27
β0.801721.63
γ1-1.0628-2.41
γ21.77742.82
γ3-0.9092-2.38
γ40.26820.64
γ5-0.2079-0.51
γ60.16070.57
γ7-0.0020-0.01
Estimation Period:
Jan 15, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts