iShares Core 30/70 Conservative Allocation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.04% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5793 | 3.32 | |
| 0.1279 | 6.26 | |
| 0.7881 | 26.04 | |
| 0.2928 | 3.13 | |
| -0.2866 | -2.37 | |
| -0.0845 | -1.24 | |
| 0.2286 | 3.17 | |
| -0.2655 | -4.16 | |
| 0.1379 | 3.25 |
Estimation Period:
Nov 19, 2008 to Feb 20, 2026
Nov 19, 2008 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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