iShares MSCI ACWI ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.01% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0091 | -2.98 | |
| 0.1001 | 32.90 | |
| 0.8711 | 283.84 | |
| 0.6846 | 22.50 |
Estimation Period:
May 31, 2000 to Feb 6, 2026
May 31, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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