iShares ESG Aware 60/40 Balanced Allocation ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.58% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3125 | 6.87 | |
| 0.1113 | 2.54 | |
| 0.7344 | 9.49 | |
| 1.3918 | 4.80 | |
| -2.3694 | -4.97 | |
| 1.6028 | 3.96 | |
| -1.1334 | -1.87 |
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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