iShares MSCI ACWI ETF EGARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
18.55%
increased by 1.13%
1 Week
18.49%
increased by 1.07%
1 Month
18.29%
increased by 0.87%
Analysis last updated: Wednesday, June 17, 2026 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0050 | 1.97 | |
| 0.1574 | 35.25 | |
| 0.9733 | 635.33 | |
| -0.1254 | -30.43 |
Estimation Period:
May 31, 2000 to Jun 12, 2026
May 31, 2000 to Jun 12, 2026
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