iShares ESG Optimized MSCI USA ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.83% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0046 | -0.85 | |
| 0.1102 | 17.61 | |
| 0.8592 | 134.29 | |
| 0.6271 | 11.60 |
Estimation Period:
Jan 28, 2005 to Feb 6, 2026
Jan 28, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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