iShares Core 60/40 Balanced Allocation ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.50% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0007 | -0.54 | |
| 0.1161 | 33.89 | |
| 0.8513 | 271.03 | |
| 0.3968 | 20.89 |
Estimation Period:
Nov 19, 2008 to Feb 13, 2026
Nov 19, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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