iShares Climate Conscious & Transition MSCI USA ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.66% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0146 | -0.57 | |
| 0.0700 | 5.29 | |
| 0.9180 | 68.78 | |
| -0.2271 | -15.93 |
Estimation Period:
Jun 8, 2023 to Feb 6, 2026
Jun 8, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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