iShares MSCI USA Min Vol Factor ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.44% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 1.48 | |
| 0.1271 | 23.21 | |
| 0.8243 | 150.70 | |
| 0.4918 | 25.21 |
Estimation Period:
Oct 20, 2011 to Feb 13, 2026
Oct 20, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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