iShares Core 60/40 Balanced Allocation ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.00% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0169 | -8.31 | |
| 0.1549 | 28.54 | |
| 0.9748 | 569.41 | |
| -0.1237 | -23.34 |
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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