iShares Core 40/60 Moderate Allocation ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.37% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0190 | -11.59 | |
| 0.1362 | 27.34 | |
| 0.9832 | 794.18 | |
| -0.1008 | -23.50 |
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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