iShares ESG Aware 30/70 Conservative Allocation ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.91% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0144 | -7.79 | |
| 0.0429 | 12.20 | |
| 0.9906 | 324.26 | |
| -0.0767 | -18.28 |
Estimation Period:
Jun 22, 2020 to Feb 6, 2026
Jun 22, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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