iShares MSCI USA Min Vol Factor ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.55% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 20.76 | |
| 0.0288 | 4.15 | |
| 0.8123 | 128.55 | |
| 0.2425 | 16.62 |
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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