iShares ESG Aware 30/70 Conservative Allocation ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.51% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7282 | 4.53 | |
| 0.0889 | 1.86 | |
| 0.6211 | 4.10 | |
| -2.1504 | -1.65 | |
| 5.4856 | 3.03 | |
| -6.6884 | -7.01 | |
| 4.7863 | 6.42 | |
| -1.8957 | -2.06 | |
| 0.4806 | 0.43 | |
| 0.0627 | 0.04 |
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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