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

V-Lab

iShares MSCI ACWI ETF Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:10.52% (-1.20%)

Analysis last updated: Thursday, July 17, 2025 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0746	15.96
$α$	0.3898	12.47
$β$	0.5693	15.81
$γ$	0.1367	7.33
$δ$	1.5176	7.92

Estimation Period:
Mar 27, 2008 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts