iShares ESG Aware 60/40 Balanced Allocation ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.44% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0312 | -5.24 | |
| 0.1010 | 13.17 | |
| 0.9626 | 219.73 | |
| -0.1226 | -15.27 |
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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