iShares Paris-Aligned Climate Optimized MSCI USA ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.77% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0280 | -4.01 | |
| 0.0976 | 23.01 | |
| 0.8432 | 186.35 | |
| 1.0785 | 21.60 |
Estimation Period:
Feb 11, 2022 to Feb 6, 2026
Feb 11, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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