iShares Core 40/60 Moderate Allocation ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:5.02% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.7965 | 95.40 | |
| 0.1814 | 32.51 | |
| 0.0035 | 2.43 | |
| 0.0873 | 2.82 | |
| 0.8952 | 24.47 |
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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