iShares ESG MSCI USA Leaders ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.12% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0510 | 10.35 | |
| 0.0303 | 1.62 | |
| 0.8384 | 63.87 | |
| 0.1980 | 8.10 |
Estimation Period:
May 10, 2019 to Feb 13, 2026
May 10, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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