iShares MSCI USA Min Vol Factor ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.72% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0308 | 6.84 | |
| 0.1558 | 6.33 | |
| 0.7968 | 30.83 | |
| 0.0175 | 1.94 | |
| -0.0235 | -2.05 |
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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