iShares ESG Aware 60/40 Balanced Allocation ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.55% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 8.46 | |
| 0.0000 | 0.00 | |
| 0.8628 | 114.79 | |
| 0.1818 | 10.68 |
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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