iShares Core 60/40 Balanced Allocation ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.06% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0100 | 16.88 | |
| 0.0200 | 4.17 | |
| 0.8827 | 281.91 | |
| 0.1546 | 15.21 |
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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