iShares Core 30/70 Conservative Allocation ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.65% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0313 | -11.50 | |
| 0.1859 | 19.32 | |
| 0.9799 | 621.36 | |
| -0.0775 | -8.92 |
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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