iShares Core 60/40 Balanced Allocation ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.59% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0101 | 17.93 | |
| 0.1138 | 27.73 | |
| 0.8642 | 198.18 |
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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