iShares ESG Optimized MSCI USA ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.75% (+4.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8474 | 224.17 | |
| 0.2039 | 35.66 | |
| 0.0341 | 3.19 | |
| 0.1468 | 2.85 | |
| 0.8207 | 13.18 |
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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