iShares Morningstar Multi-Asset Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.13% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8247 | 5.44 | |
| 0.1280 | 7.09 | |
| 0.8488 | 48.45 | |
| 0.0014 | 0.26 |
Estimation Period:
Apr 9, 2012 to Feb 6, 2026
Apr 9, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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