iShares Core 80/20 Aggressive Allocation ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.56% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 15.42 | |
| 0.0197 | 3.97 | |
| 0.8808 | 281.03 | |
| 0.1596 | 15.94 |
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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