iShares ESG Aware 60/40 Balanced Allocation ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.64% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9806 | 6.07 | |
| 0.1035 | 3.57 | |
| 0.8524 | 24.09 | |
| -0.0011 | -0.11 |
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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