iShares Core 30/70 Conservative Allocation ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.64% (+0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 6.73 | |
| 0.1148 | 28.68 | |
| 0.8604 | 300.01 | |
| 0.1710 | 18.26 |
Estimation Period:
Nov 19, 2008 to Feb 13, 2026
Nov 19, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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