iShares ESG Aware 40/60 Moderate Allocation ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.74% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0053 | 5.66 | |
| 0.0052 | 1.70 | |
| 0.9217 | 198.81 | |
| 0.1029 | 7.81 |
Estimation Period:
Jun 22, 2020 to Feb 13, 2026
Jun 22, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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