iShares MSCI ACWI ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.27% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0048 | 1.91 | |
| 0.1595 | 34.83 | |
| 0.9730 | 631.84 | |
| -0.1261 | -29.99 |
Estimation Period:
May 31, 2000 to Feb 6, 2026
May 31, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI ACWI ETF Analyses
Other EGARCH Analyses on ETFs