iShares MSCI USA Min Vol Factor ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.14% (+2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0224 | -8.02 | |
| 0.2042 | 24.56 | |
| 0.9526 | 398.60 | |
| -0.1595 | -21.63 |
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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