iShares MSCI ACWI ETF AGARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
14.04%
decreased by 1.00%
1 Week
14.30%
decreased by 0.74%
1 Month
15.14%
increased by 0.10%
Analysis last updated: Friday, May 8, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0097 | -3.15 | |
| 0.0992 | 33.17 | |
| 0.8721 | 287.54 | |
| 0.6910 | 22.70 |
Estimation Period:
May 31, 2000 to May 8, 2026
May 31, 2000 to May 8, 2026
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