iShares ESG Aware 40/60 Moderate Allocation ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.86% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2507 | 5.26 | |
| 0.0717 | 10.91 | |
| 0.9787 | 243.16 | |
| 8.6179 | 1.75 |
Estimation Period:
Jun 22, 2020 to Feb 13, 2026
Jun 22, 2020 to Feb 13, 2026
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