iShares Paris-Aligned Climate Optimized MSCI World ex USA ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.66% (+5.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1994 | 6.62 | |
| 0.1971 | 5.56 | |
| 0.5712 | 10.75 |
Estimation Period:
Jan 19, 2024 to Feb 6, 2026
Jan 19, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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