iShares ESG Aware 80/20 Aggressive Allocation ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.55% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 7.61 | |
| 0.0000 | 0.00 | |
| 0.8623 | 102.59 | |
| 0.1856 | 10.98 |
Estimation Period:
Jun 22, 2020 to Feb 6, 2026
Jun 22, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares ESG Aware 80/20 Aggressive Allocation ETF Analyses
Other GJR-GARCH Analyses on ETFs