iShares ESG Aware 40/60 Moderate Allocation ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.65% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.8069 | 46.82 | |
| 0.1330 | 16.49 | |
| 0.0143 | 0.33 | |
| 0.2728 | 0.37 | |
| 0.6694 | 0.72 |
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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