iShares MSCI USA Momentum Factor ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.90% (+7.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0407 | 18.14 | |
| 0.1539 | 31.67 | |
| 0.8210 | 160.83 |
Estimation Period:
Apr 18, 2013 to Feb 6, 2026
Apr 18, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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