iShares Core 80/20 Aggressive Allocation ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.09% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 17.43 | |
| 0.1192 | 28.79 | |
| 0.8605 | 207.39 |
Estimation Period:
Nov 11, 2008 to Feb 13, 2026
Nov 11, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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