iShares Core 80/20 Aggressive Allocation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.15% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8815 | 8.08 | |
| 0.1227 | 7.04 | |
| 0.8389 | 44.32 | |
| 0.0278 | 4.47 | |
| -0.0317 | -3.97 |
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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