iShares Core 80/20 Aggressive Allocation ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.27% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0034 | -1.27 | |
| 0.1595 | 27.03 | |
| 0.9734 | 543.48 | |
| -0.1272 | -23.22 |
Estimation Period:
Nov 11, 2008 to Feb 13, 2026
Nov 11, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares Core 80/20 Aggressive Allocation ETF Analyses
Other EGARCH Analyses on ETFs