iShares Core 40/60 Moderate Allocation ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.02% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0009 | -1.59 | |
| 0.0908 | 33.22 | |
| 0.8837 | 375.74 | |
| 0.2971 | 20.31 |
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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