iShares ESG Optimized MSCI USA ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.75% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0047 | 1.61 | |
| 0.1608 | 18.54 | |
| 0.9712 | 610.02 | |
| -0.1337 | -17.65 |
Estimation Period:
Jan 28, 2005 to Feb 6, 2026
Jan 28, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares ESG Optimized MSCI USA ETF Analyses
Other EGARCH Analyses on ETFs