iShares MSCI ACWI ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.56% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 20.83 | |
| 0.1192 | 38.18 | |
| 0.8622 | 278.49 |
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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