iShares MSCI ACWI ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:8.74% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0047 | 1.87 | |
| 0.1609 | 34.98 | |
| 0.9731 | 632.32 | |
| -0.1259 | -29.89 |
Estimation Period:
May 31, 2000 to Jan 16, 2026
May 31, 2000 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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