iShares ESG Aware 40/60 Moderate Allocation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:6.51% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8344 | 4.90 | |
| 0.0929 | 2.02 | |
| 0.6916 | 6.41 | |
| -2.1816 | -1.73 | |
| 5.5999 | 3.13 | |
| -6.8781 | -6.95 | |
| 5.0490 | 6.40 | |
| -1.9719 | -2.02 | |
| 0.3219 | 0.29 | |
| 0.2460 | 0.31 |
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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