iShares MSCI USA Quality Factor ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.30% (+1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9579 | 6.64 | |
| 0.1525 | 6.83 | |
| 0.8084 | 31.67 | |
| 0.0369 | 2.31 | |
| -0.0739 | -2.33 |
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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