iShares ESG Optimized MSCI USA ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.58% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 13.17 | |
| 0.0009 | 0.14 | |
| 0.8924 | 218.19 | |
| 0.1702 | 21.57 |
Estimation Period:
Jan 28, 2005 to Feb 13, 2026
Jan 28, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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