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V-Lab

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%)
Analysis last updated: Monday, February 9, 2026 at 10:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of iShares ESG Aware 40/60 Moderate Allocation ETF S0GARCH
paramt-stat
ω0.83444.90
α0.09292.02
β0.69166.41
γ1-2.1816-1.73
γ25.59993.13
γ3-6.8781-6.95
γ45.04906.40
γ5-1.9719-2.02
γ60.32190.29
γ70.24600.31
Estimation Period:
Jun 22, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts