iShares Core 40/60 Moderate Allocation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.28% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4355 | 7.46 | |
| 0.0974 | 6.34 | |
| 0.8706 | 53.23 | |
| 0.0282 | 4.35 | |
| -0.0342 | -4.14 |
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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