iShares Core 40/60 Moderate Allocation ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:6.51% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1521 | 7.51 | |
| 0.0965 | 6.42 | |
| 0.8752 | 55.01 | |
| 0.0104 | 3.77 |
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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