iShares ESG Optimized MSCI USA ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.34% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1673 | 6.60 | |
| 0.0984 | 29.61 | |
| 0.9851 | 407.92 | |
| 7.3680 | 5.82 |
Estimation Period:
Jan 28, 2005 to Feb 13, 2026
Jan 28, 2005 to Feb 13, 2026
Other iShares ESG Optimized MSCI USA ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs