iShares ESG Aware 60/40 Balanced Allocation ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.75% (+3.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 0.90 | |
| 0.0978 | 15.06 | |
| 0.8387 | 94.84 | |
| 0.5092 | 11.35 |
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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