iShares ESG Optimized MSCI USA ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.55% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9091 | 7.14 | |
| 0.1102 | 9.08 | |
| 0.8696 | 68.01 | |
| 0.0016 | 0.77 |
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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