iShares Core 60/40 Balanced Allocation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.90% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6980 | 7.88 | |
| 0.1207 | 7.04 | |
| 0.8408 | 44.88 | |
| 0.0291 | 4.62 | |
| -0.0345 | -4.27 |
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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