V-Lab: iShares MSCI ACWI ETF EGARCH Volatility Analysis

V-Lab

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V-Lab

iShares MSCI ACWI ETF EGARCH Volatility Analysis

Volatility Prediction for Tuesday, October 1st, 2024:11.38% (-0.61%)

Analysis last updated: Monday, September 30, 2024 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0048	1.97
$α$	0.1589	34.99
$β$	0.9745	654.48
$γ$	-0.1190	-28.99

Estimation Period:
May 31, 2000 to Sep 27, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts