iShares MSCI USA Quality Factor ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.70% (+4.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 0.60 | |
| 0.2168 | 16.36 | |
| 0.9529 | 437.89 | |
| -0.1812 | -22.67 |
Estimation Period:
Jul 18, 2013 to Feb 6, 2026
Jul 18, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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