iShares Core 40/60 Moderate Allocation ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.95% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 18.01 | |
| 0.0925 | 25.16 | |
| 0.8876 | 239.00 |
Estimation Period:
Nov 11, 2008 to Feb 13, 2026
Nov 11, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares Core 40/60 Moderate Allocation ETF Analyses
Other GARCH Analyses on ETFs