iShares ESG Advanced MSCI USA ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.28% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1592 | 3.53 | |
| 0.1019 | 4.65 | |
| 0.8707 | 32.19 | |
| 0.0428 | 0.84 |
Estimation Period:
Jun 18, 2020 to Feb 6, 2026
Jun 18, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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