V-Lab: iShares MSCI ACWI ETF Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

iShares MSCI ACWI ETF Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, October 1st, 2024:12.10% (+1.20%)

Analysis last updated: Monday, September 30, 2024 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0710	15.64
$α$	0.3952	12.07
$β$	0.5690	15.33
$γ$	0.1274	6.92
$δ$	1.5183	7.71

Estimation Period:
Mar 27, 2008 to Sep 27, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts