iShares MSCI ACWI ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:8.87% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0088 | -2.93 | |
| 0.1005 | 32.98 | |
| 0.8712 | 284.24 | |
| 0.6772 | 22.48 |
Estimation Period:
May 31, 2000 to Jan 16, 2026
May 31, 2000 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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