iShares ESG Aware 60/40 Balanced Allocation ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.06% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8154 | 68.67 | |
| 0.1826 | 21.02 | |
| 0.0088 | 1.13 | |
| 0.0705 | 1.48 | |
| 0.9085 | 13.67 |
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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