iShares MSCI USA Min Vol Factor ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.47% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9338 | 6.59 | |
| 0.1544 | 6.50 | |
| 0.8026 | 32.32 | |
| 0.0042 | 0.90 |
Estimation Period:
Oct 20, 2011 to Feb 6, 2026
Oct 20, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI USA Min Vol Factor ETF Analyses
Other Spline-GARCH Analyses on ETFs