iShares ESG Optimized MSCI USA ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.87% (+2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 17.71 | |
| 0.1102 | 32.62 | |
| 0.8699 | 257.38 |
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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