iShares Morningstar Multi-Asset Income ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.28% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0306 | -13.98 | |
| 0.1932 | 24.98 | |
| 0.9776 | 713.55 | |
| -0.0853 | -13.66 |
Estimation Period:
Apr 9, 2012 to Feb 13, 2026
Apr 9, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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