iShares MSCI USA Min Vol Factor ETF APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.04% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0354 | 26.40 | |
| 0.1173 | 18.69 | |
| 0.8567 | 165.61 | |
| 0.7978 | 15.01 | |
| 1.1614 | 31.22 |
Estimation Period:
Oct 20, 2011 to Feb 6, 2026
Oct 20, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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