iShares Core 60/40 Balanced Allocation ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.33% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4619 | 4.08 | |
| 0.1081 | 51.65 | |
| 0.9990 | 3,980.08 | |
| 7.4898 | 9.51 |
Estimation Period:
Nov 19, 2008 to Feb 13, 2026
Nov 19, 2008 to Feb 13, 2026
Other iShares Core 60/40 Balanced Allocation ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs