iShares MSCI USA Quality Factor ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.52% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 14.48 | |
| 0.1514 | 28.85 | |
| 0.8242 | 150.23 |
Estimation Period:
Jul 18, 2013 to Feb 13, 2026
Jul 18, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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